All FIX Fields
1,487 unique tag numbers across all versions — click any tag or name for full details, wire examples & usage
| Tag | Name | Type | Example | Description | Versions |
|---|---|---|---|---|---|
| 1 | String | Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. | |||
| 2 | String | Unique identifier of advertisement message. (Prior to FIX 4.1 this field was of type int) | |||
| 3 | String | Reference identifier used with CANCEL and REPLACE transaction types. (Prior to FIX 4.1 this field was of type int) | |||
| 4 | char | Broker's side of advertised trade B Buy · S Sell · T Trade · X Cross | |||
| 5 | String | Identifies advertisement message transaction type N New · C Cancel · R Replace | |||
| 6 | Price | Calculated average price of all fills on this order. For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of L… | |||
| 7 | SeqNum | Message sequence number of first message in range to be resent | |||
| 8 | String | Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted) Valid values: FIXT.1.1 | |||
| 9 | Length | Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted) | |||
| 10 | String | Three byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the e… | |||
| 11 | String | Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as app… | |||
| 12 | Amt | Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05. | |||
| 13 | char | Commission type 1 PerUnit · 2 Percent · 3 Absolute · 4 PercentageWaivedCashDiscount +2 more | |||
| 14 | Qty | Total quantity (e.g. number of shares) filled. (Prior to FIX 4.2 this field was of type int) | |||
| 15 | Currency | Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency va… | |||
| 16 | SeqNum | Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = EndSeqNo. If request is for all messages subs… | |||
| 17 | String | Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150)=I (Order Status)). Uniqueness must … | |||
| 18 | MultipleCharValue | Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions … 0 StayOnOfferSide · 1 NotHeld · 2 Work · 3 GoAlong +52 more | |||
| 19 | String | Reference identifier used with Trade, Trade Cancel and Trade Correct execution types. (Prior to FIX 4.1 this field was of type int) | |||
| 20 | char | Identifies transaction type 1 Cancel · 0 New · 3 Status · 2 Correct | |||
| 21 | char | Instructions for order handling on Broker trading floor 1 AutomatedExecutionNoIntervention · 2 AutomatedExecutionInterventionOK · 3 ManualOrder | |||
| 22 | String | Identifies class or source of the SecurityID (48) value. Required if SecurityID is specified.
100+ are reserved for private security identifications 1 CUSIP · 2 SEDOL · 3 QUIK · 4 ISINNumber +18 more | |||
| 23 | String | Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int) | |||
| 24 | char | — A Autex · B Bridge | |||
| 25 | char | Relative quality of indication H High · L Low · M Medium | |||
| 26 | String | Reference identifier used with CANCEL and REPLACE, transaction types. (Prior to FIX 4.1 this field was of type int) | |||
| 27 | String | Quantity (e.g. number of shares) in numeric form or relative size. S Small · M Medium · L Large · U UndisclosedQuantity | |||
| 28 | char | Identifies IOI message transaction type N New · C Cancel · R Replace | |||
| 29 | char | Broker capacity in order execution 1 Agent · 2 CrossAsAgent · 3 CrossAsPrincipal · 4 Principal | |||
| 30 | Exchange | Market of execution for last fill, or an indication of the market where an order was routed Valid values: See "Appendix 6-C" | |||
| 31 | Price | Price of this (last) fill. | |||
| 32 | Qty | Quantity (e.g. shares) bought/sold on this (last) fill. (Prior to FIX 4.2 this field was of type int) | |||
| 33 | NumInGroup | Identifies number of lines of text body | |||
| 34 | SeqNum | Integer message sequence number. | |||
| 35 | String | Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)
Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates tha… 0 Heartbeat · 1 TestRequest · 2 ResendRequest · 3 Reject +4 more | |||
| 36 | SeqNum | New sequence number | |||
| 37 | String | Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept mult… | |||
| 38 | Qty | Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. (Prior to FIX 4.2 this field was of type i… | |||
| 39 | char | Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value d… 0 New · 1 PartiallyFilled · 2 Filled · 3 DoneForDay +11 more | |||
| 40 | char | Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definition… 1 Market · 2 Limit · 3 Stop · 4 StopLimit +20 more | |||
| 41 | String | ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/r… | |||
| 42 | UTCTimestamp | Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT")) | |||
| 43 | Boolean | Indicates possible retransmission of message with this sequence number N OriginalTransmission · Y PossibleDuplicate | |||
| 44 | Price | Price per unit of quantity (e.g. per share) | |||
| 45 | SeqNum | Reference message sequence number | |||
| 46 | String | Symbol of issue related to story. Can be repeated within message to identify multiple companies. | |||
| 47 | char | Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar informa… N AgentForOtherMember · B ShortExemptTransactionAType · D ProgramOrderMember · E ShortExemptTransactionForPrincipal +19 more | |||
| 48 | String | Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource. | |||
| 49 | String | Assigned value used to identify firm sending message. | |||
| 50 | String | Assigned value used to identify specific message originator (desk, trader, etc.) | |||
| 51 | LocalMktDate | No longer used. Included here for reference to prior versions. | |||
| 52 | UTCTimestamp | Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | |||
| 53 | Qty | Overall/total quantity (e.g. number of shares) (Prior to FIX 4.2 this field was of type int) | |||
| 54 | char | Side of order (see Volume : "Glossary" for value definitions) 1 Buy · 2 Sell · 3 BuyMinus · 4 SellPlus +12 more | |||
| 55 | String | Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded C… | |||
| 56 | String | Assigned value used to identify receiving firm. | |||
| 57 | String | Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specifi… | |||
| 58 | String | Free format text string (Note: this field does not have a specified maximum length) | |||
| 59 | char | Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for val… 0 Day · 1 GoodTillCancel · 2 AtTheOpening · 3 ImmediateOrCancel +6 more | |||
| 60 | UTCTimestamp | Timestamp when the business transaction represented by the message occurred. | |||
| 61 | char | Urgency flag 0 Normal · 1 Flash · 2 Background | |||
| 62 | UTCTimestamp | Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | |||
| 63 | String | Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlT… 0 Regular · 1 Cash · 2 NextDay · 3 TPlus2 +8 more | |||
| 64 | LocalMktDate | Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of S… | |||
| 65 | String | Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167).
As defined in the NYSE Stock and bond Symbol Direc… CD EUCPWithLumpSumInterest · WI WhenIssued | |||
| 66 | String | Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. … | |||
| 67 | int | Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . ) | |||
| 68 | int | Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to … | |||
| 69 | String | Free format text message containing list handling and execution instructions. | |||
| 70 | String | Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int) | |||
| 71 | char | Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** 0 New · 1 Replace · 2 Cancel · 3 Preliminary +3 more | |||
| 72 | String | Reference identifier to be used with AllocTransType (71) = Replace or Cancel. (Prior to FIX 4.1 this field was of type int) | |||
| 73 | NumInGroup | Indicates number of orders to be combined for average pricing and allocation. | |||
| 74 | int | Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is … | |||
| 75 | LocalMktDate | Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). | |||
| 76 | String | Identifies executing / give-up broker. Standard NASD market-maker mnemonic is preferred. | |||
| 77 | char | Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held … C Close · F FIFO · O Open · R Rolled +2 more | |||
| 78 | NumInGroup | Number of repeating AllocAccount (79)/AllocPrice (366) entries. | |||
| 79 | String | Sub-account mnemonic | |||
| 80 | Qty | Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int) | |||
| 81 | char | Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. 0 Regular · 1 SoftDollar · 2 StepIn · 3 StepOut +3 more | |||
| 82 | int | Total number of reports within series. | |||
| 83 | int | Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side. | |||
| 84 | Qty | Total quantity canceled for this order. (Prior to FIX 4.2 this field was of type int) | |||
| 85 | NumInGroup | Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4. | |||
| 86 | String | Free format text field to indicate delivery instructions No longer used. Included here for reference to prior versions. | |||
| 87 | int | Identifies status of allocation. 0 Accepted · 1 BlockLevelReject · 2 AccountLevelReject · 3 Received +4 more | |||
| 88 | int | Identifies reason for rejection. 0 UnknownAccount · 1 IncorrectQuantity · 2 IncorrectAveragegPrice · 3 UnknownExecutingBrokerMnemonic +11 more | |||
| 89 | data | Electronic signature | |||
| 90 | Length | Length of encrypted message | |||
| 91 | data | Actual encrypted data stream | |||
| 92 | String | Broker to receive trade credit. | |||
| 93 | Length | Number of bytes in signature field | |||
| 94 | char | Email message type. 0 New · 1 Reply · 2 AdminReply | |||
| 95 | Length | Number of bytes in raw data field. | |||
| 96 | data | Unformatted raw data, can include bitmaps, word processor documents, etc. | |||
| 97 | Boolean | Indicates that message may contain information that has been sent under another sequence number. N OriginalTransmission · Y PossibleResend | |||
| 98 | int | Method of encryption. 0 NoneOther · 1 PKCS · 2 DES · 3 PKCSDES +3 more | |||
| 99 | Price | Price per unit of quantity (e.g. per share) | |||
| 100 | Exchange | Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C" 0 None · 4 POSIT | |||
| 102 | int | Code to identify reason for cancel rejection. 0 TooLateToCancel · 1 UnknownOrder · 2 BrokerCredit · 3 OrderAlreadyInPendingStatus +7 more | |||
| 103 | int | Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors. 0 BrokerCredit · 1 UnknownSymbol · 2 ExchangeClosed · 3 OrderExceedsLimit +15 more | |||
| 104 | char | Code to qualify IOI use. (see Volume : "Glossary" for value definitions) A AllOrNone · B MarketOnClose · C AtTheClose · D VWAP +14 more | |||
| 105 | String | Identifier to aid in the management of multiple lists derived from a single, master list. | |||
| 106 | String | Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | |||
| 107 | String | Can be used to provide an optional textual description for a financial instrument. | |||
| 108 | int | Heartbeat interval (seconds) | |||
| 109 | String | Firm identifier used in third party-transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). | |||
| 110 | Qty | Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int) | |||
| 111 | Qty | The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. | |||
| 112 | String | Identifier included in Test Request message to be returned in resulting Heartbeat | |||
| 113 | Boolean | Identifies party of trade responsible for exchange reporting. N SenderReports · Y ReceiverReports | |||
| 114 | Boolean | Indicates whether the broker is to locate the stock in conjunction with a short sell order. N No · Y Yes | |||
| 115 | String | Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered i… | |||
| 116 | String | Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party | |||
| 117 | String | Unique identifier for quote | |||
| 118 | Amt | Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution. | |||
| 119 | Amt | Total amount due expressed in settlement currency (includes the effect of the forex transaction) | |||
| 120 | Currency | Currency code of settlement denomination. | |||
| 121 | Boolean | Indicates request for forex accommodation trade to be executed along with security transaction. N DoNotExecuteForexAfterSecurityTrade · Y ExecuteForexAfterSecurityTrade | |||
| 122 | UTCTimestamp | Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a res… | |||
| 123 | Boolean | Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent. N SequenceResetIgnoreMsgSeqNum · Y GapFillMessageMsgSeqNumFieldValid | |||
| 124 | NumInGroup | No of execution repeating group entries to follow. | |||
| 125 | char | No longer used. Included here for reference to prior versions. F FullRemainingQuantity · P PartialCancel | |||
| 126 | UTCTimestamp | Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context wh… | |||
| 127 | char | Reason for execution rejection. A UnknownSymbol · B WrongSide · C QuantityExceedsOrder · D NoMatchingOrder +3 more | |||
| 128 | String | Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would… | |||
| 129 | String | Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party | |||
| 130 | Boolean | Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order soli… N NotNatural · Y Natural | |||
| 131 | String | Unique identifier for quote request | |||
| 132 | Price | Bid price/rate | |||
| 133 | Price | Offer price/rate | |||
| 134 | Qty | Quantity of bid (Prior to FIX 4.2 this field was of type int) | |||
| 135 | Qty | Quantity of offer (Prior to FIX 4.2 this field was of type int) | |||
| 136 | NumInGroup | Number of repeating groups of miscellaneous fees | |||
| 137 | Amt | Miscellaneous fee value | |||
| 138 | Currency | Currency of miscellaneous fee | |||
| 139 | String | Indicates type of miscellaneous fee. 1 Regulatory · 2 Tax · 3 LocalCommission · 4 ExchangeFees +10 more | |||
| 140 | Price | Previous closing price of security. | |||
| 141 | Boolean | Indicates that the both sides of the FIX session should reset sequence numbers. N No · Y YesResetSequenceNumbers | |||
| 142 | String | Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader) | |||
| 143 | String | Assigned value used to identify specific message destination’s location (i.e. geographic location and/or desk, trader) | |||
| 144 | String | Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader) if the message was delivered by a third pa… | |||
| 145 | String | Assigned value used to identify specific message recipient’s location (i.e. geographic location and/or desk, trader) if the message was delivered by a third par… | |||
| 146 | NumInGroup | Specifies the number of repeating symbols specified. | |||
| 147 | String | The subject of an Email message | |||
| 148 | String | The headline of a News message | |||
| 149 | String | A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) See "Appendix 6-B F… | |||
| 150 | char | Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled) *** SOME VA… 0 New · 3 DoneForDay · 4 Canceled · 5 Replaced +16 more | |||
| 151 | Qty | Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer ac… | |||
| 152 | Qty | Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV ord… | |||
| 153 | Price | AvgPx (6) for a specific AllocAccount (79) For Fixed Income this is always expressed as "percent of par" price type. | |||
| 154 | Amt | NetMoney (8) for a specific AllocAccount (79) | |||
| 155 | float | Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20) | |||
| 156 | char | Specifies whether or not SettlCurrFxRate (55) should be multiplied or divided. M Multiply · D Divide | |||
| 157 | int | Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. | |||
| 158 | Percentage | The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer becau… | |||
| 159 | Amt | Amount of Accrued Interest for convertible bonds and fixed income | |||
| 160 | char | Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** 0 Default · 1 StandingInstructionsProvided · 2 SpecificAllocationAccountOverriding · 3 SpecificAllocationAccountStanding +2 more | |||
| 161 | String | Free format text related to a specific AllocAccount (79). | |||
| 162 | String | Unique identifier for Settlement Instruction. | |||
| 163 | char | Settlement Instructions message transaction type N New · C Cancel · R Replace · T Restate | |||
| 164 | String | Unique identifier for an email thread (new and chain of replies) | |||
| 165 | char | Indicates source of Settlement Instructions 1 BrokerCredit · 2 Institution · 3 Investor | |||
| 166 | String | Identifies Settlement Depository or Country Code (ISITC spec) FED FederalBookEntry · ISO Country Code LocalMarketSettleLocation · PNY Physical · EUR EuroClear +3 more | |||
| 167 | String | Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the c… UST USTreasuryNoteOld · USTB USTreasuryBillOld · EUSUPRA EuroSupranationalCoupons · FAC FederalAgencyCoupon +114 more | |||
| 168 | UTCTimestamp | Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | |||
| 169 | int | Identifies the Standing Instruction database used 0 Other · 1 DTCSID · 2 ThomsonALERT · 3 AGlobalCustodian +1 more | |||
| 170 | String | Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodian's name). | |||
| 171 | String | Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced. | |||
| 172 | int | Identifies type of settlement 0 Versus · 1 Free · 2 TriParty · 3 HoldInCustody | |||
| 173 | String | Broker’s account code at the depository (i.e. CEDEL ID for CEDEL, FINS for DTC, or Euroclear ID for Euroclear) if SettlLocation is a depository | |||
| 174 | String | BIC (Bank Identification Code—Swift managed) code of the broker involved (i.e. for multi-company brokerage firms) | |||
| 175 | String | BIC (Bank Identification Code—Swift managed) code of the institution involved (i.e. for multi-company institution firms) | |||
| 176 | String | Name of SettlInstSource's local agent bank if SettlLocation is not a depository | |||
| 177 | String | BIC (Bank Identification Code--Swift managed) code of the SettlInstSource's local agent bank if SettlLocation is not a depository | |||
| 178 | String | SettlInstSource's account number at local agent bank if SettlLocation is not a depository | |||
| 179 | String | Name of SettlInstSource's account at local agent bank if SettlLocation is not a depository | |||
| 180 | String | Name of contact at local agent bank for SettlInstSource's account if SettlLocation is not a depository | |||
| 181 | String | Phone number for contact at local agent bank if SettlLocation is not a depository | |||
| 182 | String | Name of SettlInstSource's local agent bank if SettlDeliveryType=Free | |||
| 183 | String | BIC (Bank Identification Code--Swift managed) code of the SettlInstSource's local agent bank if SettlDeliveryType=Free | |||
| 184 | String | SettlInstSource's account number at local agent bank if SettlDeliveryType=Free | |||
| 185 | String | Name of SettlInstSource's account at local agent bank if SettlDeliveryType=Free | |||
| 186 | String | Name of contact at local agent bank for SettlInstSource's account if SettlDeliveryType=Free | |||
| 187 | String | Phone number for contact at local agent bank for SettlInstSource's account if SettlDeliveryType=Free | |||
| 188 | Price | Bid F/X spot rate. | |||
| 189 | PriceOffset | Bid F/X forward points added to spot rate. May be a negative value. | |||
| 190 | Price | Offer F/X spot rate. | |||
| 191 | PriceOffset | Offer F/X forward points added to spot rate. May be a negative value. | |||
| 192 | Qty | OrderQty (38) of the future part of a F/X swap order. | |||
| 193 | LocalMktDate | SettDate (64) of the future part of a F/X swap order. | |||
| 194 | Price | F/X spot rate. | |||
| 195 | PriceOffset | F/X forward points added to LastSpotRate (94). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 | |||
| 196 | String | Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique. | |||
| 197 | int | Identifies the type of Allocation linkage when AllocLinkID (96) is used. 0 FXNetting · 1 FXSwap | |||
| 198 | String | Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system. | |||
| 199 | NumInGroup | Number of repeating groups of IOIQualifiers (04). | |||
| 200 | MonthYear | Can be used with standardized derivatives vs. the MaturityDate (54) field. Month and Year of the maturity (used for standardized futures and options). Format: … | |||
| 201 | int | Indicates whether an option contract is a put or call 0 Put · 1 Call | |||
| 202 | Price | Strike Price for an Option. | |||
| 203 | int | Used for derivative products, such as options 0 Covered · 1 Uncovered | |||
| 204 | int | Used for options when delivering the order to an execution system/exchange to specify if the order is for a customer or the firm placing the order itself. 0 Customer · 1 Firm | |||
| 205 | DayOfMonth | Day of month used in conjunction with MaturityMonthYear to specify the maturity date for SecurityType=FUT or SecurityType=OPT. | |||
| 206 | char | Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market … | |||
| 207 | Exchange | Market used to help identify a security. Valid values: See "Appendix 6-C" | |||
| 208 | Boolean | Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). N DetailsShouldNotBeCommunicated · Y DetailsShouldBeCommunicated | |||
| 209 | int | Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details. 1 Match · 2 Forward · 3 ForwardAndMatch | |||
| 210 | Qty | Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI). (Prior to FIX 4.2 this field was of type int) | |||
| 211 | float | Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836) (Prior to FIX 4.4 this field was of type PriceOffset) | |||
| 212 | Length | Length of the XmlData data block. | |||
| 213 | data | Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters. | |||
| 214 | String | Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType (163) transaction types. | |||
| 215 | NumInGroup | Number of repeating groups of RoutingID (217) and RoutingType (216) values. See Volume 3: "Pre-Trade Message Targeting/Routing" | |||
| 216 | int | Indicates the type of RoutingID (217) specified. 1 TargetFirm · 2 TargetList · 3 BlockFirm · 4 BlockList | |||
| 217 | String | Assigned value used to identify a specific routing destination. | |||
| 218 | PriceOffset | For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type. Spread to Benchmark: Basis points relative to a benchmark. To be expr… | |||
| 219 | char | For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the SpreadToBenchmark field). 5 OLD10 · 1 CURVE · 2 FiveYR · 4 TenYR +5 more | |||
| 220 | Currency | Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FI… | |||
| 221 | String | Name of benchmark curve.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) EONIA EONIA · EUREPO EUREPO · Euribor Euribor · FutureSWAP FutureSWAP +8 more | |||
| 222 | String | Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = comb… | |||
| 223 | Percentage | The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. … | |||
| 224 | LocalMktDate | Date interest is to be paid. Used in identifying Corporate Bond issues. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of ty… | |||
| 225 | LocalMktDate | The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to… | |||
| 226 | int | Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | |||
| 227 | Percentage | Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added … | |||
| 228 | float | For Fixed Income: Amorization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or … | |||
| 229 | LocalMktDate | Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX… | |||
| 230 | LocalMktDate | The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drop… | |||
| 231 | float | Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For … | |||
| 232 | NumInGroup | Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3). | |||
| 233 | String | For Fixed Income.
Type of Stipulation.
Other types may be used by mutual agreement of the counterparties.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) AMT AlternativeMinimumTax · AUTOREINV AutoReinvestment · BANKQUAL BankQualified · BGNCON BargainConditions +76 more | |||
| 234 | String | For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= valu… | |||
| 235 | String | Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) AFTERTAX AfterTaxYield · ANNUAL AnnualYield · ATISSUE YieldAtIssue · AVGMATURITY YieldToAverageMaturity +30 more | |||
| 236 | Percentage | Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | |||
| 237 | Amt | The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwrite… | |||
| 238 | Amt | Provides the reduction in price for the secondary market in Muncipals. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | |||
| 239 | String | Identifies the collateral used in the transaction. Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | |||
| 240 | LocalMktDate | Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FI… | |||
| 241 | LocalMktDate | Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX … | |||
| 242 | LocalMktDate | Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of… | |||
| 243 | String | Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4… | |||
| 244 | int | Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | |||
| 245 | Percentage | Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | |||
| 246 | float | Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | |||
| 247 | LocalMktDate | Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 fi… | |||
| 248 | LocalMktDate | Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added … | |||
| 249 | LocalMktDate | Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (pri… | |||
| 250 | String | Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved … | |||
| 251 | int | Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX… | |||
| 252 | Percentage | Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX… | |||
| 253 | float | Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | |||
| 254 | LocalMktDate | Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX… | |||
| 255 | String | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P… | |||
| 256 | String | Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | |||
| 257 | String | Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3… | |||
| 258 | Boolean | Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3) N NotTradedFlat · Y TradedFlat | |||
| 259 | LocalMktDate | BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flow… | |||
| 260 | Price | Price for BasisFeatureDate. See BasisFeatureDate (259) (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | |||
| 262 | String | Unique identifier for Market Data Request | |||
| 263 | char | Subscription Request Type 0 Snapshot · 1 SnapshotAndUpdates · 2 DisablePreviousSnapshot | |||
| 264 | int | Depth of market for Book Snapshot / Incremental updates 0 - full book depth 1 - top of book 2 and above - book depth (number of levels) | |||
| 265 | int | Specifies the type of Market Data update. 0 FullRefresh · 1 IncrementalRefresh | |||
| 266 | Boolean | Specifies whether or not book entries should be aggregated. (Not specified) = broker option Y BookEntriesToBeAggregated · N BookEntriesShouldNotBeAggregated | |||
| 267 | NumInGroup | Number of MDEntryType (269) fields requested. | |||
| 268 | NumInGroup | Number of entries in Market Data message. | |||
| 269 | char | Type Market Data entry. 0 Bid · 1 Offer · 2 Trade · 3 IndexValue +32 more | |||
| 270 | Price | Price of the Market Data Entry. | |||
| 271 | Qty | Quantity or volume represented by the Market Data Entry. | |||
| 272 | UTCDateOnly | Date of Market Data Entry. (prior to FIX 4.4 field was of type UTCDate) | |||
| 273 | UTCTimeOnly | Time of Market Data Entry. | |||
| 274 | char | Direction of the "tick". 0 PlusTick · 1 ZeroPlusTick · 2 MinusTick · 3 ZeroMinusTick | |||
| 275 | Exchange | Market posting quote / trade. Valid values: See "Appendix 6-C" | |||
| 276 | MultipleStringValue | Space-delimited list of conditions describing a quote. A Open · B Closed · C ExchangeBest · D ConsolidatedBest +56 more | |||
| 277 | MultipleStringValue | Space-delimited list of conditions describing a trade A Cash · B AveragePriceTrade · C CashTrade · D NextDay +73 more | |||
| 278 | String | Unique Market Data Entry identifier. | |||
| 279 | char | Type of Market Data update action. 0 New · 1 Change · 2 Delete · 3 DeleteThru +2 more | |||
| 280 | String | Refers to a previous MDEntryID (278). | |||
| 281 | char | Reason for the rejection of a Market Data request. 0 UnknownSymbol · 1 DuplicateMDReqID · 2 InsufficientBandwidth · 3 InsufficientPermissions +10 more | |||
| 282 | String | Originator of a Market Data Entry | |||
| 283 | String | Identification of a Market Maker's location | |||
| 284 | String | Identification of a Market Maker's desk | |||
| 285 | char | Reason for deletion. 0 Cancellation · 1 Error | |||
| 286 | MultipleCharValue | Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char) 0 DailyOpen · 1 SessionOpen · 2 DeliverySettlementEntry · 3 ExpectedEntry +2 more | |||
| 287 | int | Specifies the number of days that may elapse before delivery of the security | |||
| 288 | String | Buying party in a trade | |||
| 289 | String | Selling party in a trade | |||
| 290 | int | Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with . | |||
| 291 | MultipleCharValue | Identifies a firm's or a security's financial status 1 Bankrupt · 2 PendingDelisting · 3 Restricted | |||
| 292 | MultipleCharValue | Identifies the type of Corporate Action. A ExDividend · B ExDistribution · C ExRights · D New +19 more | |||
| 293 | Qty | Default Bid Size. | |||
| 294 | Qty | Default Offer Size. | |||
| 295 | NumInGroup | The number of quote entries for a QuoteSet. | |||
| 296 | NumInGroup | The number of sets of quotes in the message. | |||
| 297 | int | Identifies the status of the quote acknowledgement. 0 Accepted · 1 CancelForSymbol · 2 CanceledForSecurityType · 3 CanceledForUnderlying +17 more | |||
| 298 | int | Identifies the type of quote cancel. 1 CancelForOneOrMoreSecurities · 2 CancelForSecurityType · 3 CancelForUnderlyingSecurity · 4 CancelAllQuotes +4 more | |||
| 299 | String | Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated. | |||
| 300 | int | Reason Quote was rejected: 1 UnknownSymbol · 2 Exchange · 3 QuoteRequestExceedsLimit · 4 TooLateToEnter +10 more | |||
| 301 | int | Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed. 0 NoAcknowledgement · 1 AcknowledgeOnlyNegativeOrErroneousQuotes · 2 AcknowledgeEachQuoteMessage · 3 SummaryAcknowledgement | |||
| 302 | String | Unique id for the Quote Set. | |||
| 303 | int | Indicates the type of Quote Request being generated 1 Manual · 2 Automatic | |||
| 304 | int | Total number of quotes for the quote set. | |||
| 305 | String | Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field | |||
| 306 | String | Underlying security's Issuer. See Issuer (06) field for description | |||
| 307 | String | Description of the Underlying security. See SecurityDesc(107). | |||
| 308 | Exchange | Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) | |||
| 309 | String | Underlying security's SecurityID. See SecurityID (48) field for description | |||
| 310 | String | Underlying security's SecurityType. Valid values: see SecurityType (167) field (see below for details concerning this fields use in conjunction with SecurityTyp… | |||
| 311 | String | Underlying security's Symbol. See Symbol (55) field for description | |||
| 312 | String | Underlying security's SymbolSfx. See SymbolSfx (65) field for description | |||
| 313 | MonthYear | Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field… | |||
| 314 | DayOfMonth | Underlying security’s MaturityDay. See MaturityDay field for description | |||
| 315 | int | Put or call indicator of the underlying security. See PutOrCall(201). | |||
| 316 | Price | Underlying security's StrikePrice. See StrikePrice (202) field for description | |||
| 317 | char | Underlying security's OptAttribute. See OptAttribute (206) field for description | |||
| 318 | Currency | Underlying security's Currency. See Currency (5) field for description and valid values | |||
| 319 | Qty | Quantity of a particular leg in the security. | |||
| 320 | String | Unique ID of a Security Definition Request. | |||
| 321 | int | Type of Security Definition Request. 0 RequestSecurityIdentityAndSpecifications · 1 RequestSecurityIdentityForSpecifications · 2 RequestListSecurityTypes · 3 RequestListSecurities +6 more | |||
| 322 | String | Unique ID of a Security Definition message. | |||
| 323 | int | Type of Security Definition message response. 1 AcceptAsIs · 2 AcceptWithRevisions · 3 ListOfSecurityTypesReturnedPerRequest · 4 ListOfSecuritiesReturnedPerRequest +2 more | |||
| 324 | String | Unique ID of a Security Status Request message. | |||
| 325 | Boolean | Indicates whether or not message is being sent as a result of a subscription request or not. N MessageIsBeingSentAsAResultOfAPriorRequest · Y MessageIsBeingSentUnsolicited | |||
| 326 | int | Identifies the trading status applicable to the transaction. 1 OpeningDelay · 2 TradingHalt · 3 Resume · 4 NoOpen +21 more | |||
| 327 | int | Denotes the reason for the Opening Delay or Trading Halt. 0 NewsDissemination · 1 OrderInflux · 2 OrderImbalance · 3 AdditionalInformation +2 more | |||
| 328 | Boolean | Indicates whether or not the halt was due to Common Stock trading being halted. N HaltWasNotRelatedToAHaltOfTheCommonStock · Y HaltWasDueToCommonStockBeingHalted | |||
| 329 | Boolean | Indicates whether or not the halt was due to the Related Security being halted. N NotRelatedToSecurityHalt · Y RelatedToSecurityHalt | |||
| 330 | Qty | Quantity bought. | |||
| 331 | Qty | Quantity sold. | |||
| 332 | Price | Represents an indication of the high end of the price range for a security prior to the open or reopen | |||
| 333 | Price | Represents an indication of the low end of the price range for a security prior to the open or reopen | |||
| 334 | int | Identifies the type of adjustment. 1 Cancel · 2 Error · 3 Correction | |||
| 335 | String | Unique ID of a Trading Session Status message. | |||
| 336 | String | Identifier for Trading Session
A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is de… 1 Day · 2 HalfDay · 3 Morning · 4 Afternoon +2 more | |||
| 337 | String | Identifies the trader (e.g. "badge number") of the ContraBroker. | |||
| 338 | int | Method of trading 1 Electronic · 2 OpenOutcry · 3 TwoParty | |||
| 339 | int | Trading Session Mode 1 Testing · 2 Simulated · 3 Production | |||
| 340 | int | State of the trading session. 0 Unknown · 1 Halted · 2 Open · 3 Closed +3 more | |||
| 341 | UTCTimestamp | Starting time of the trading session | |||
| 342 | UTCTimestamp | Time of the opening of the trading session | |||
| 343 | UTCTimestamp | Time of the pre-closed of the trading session | |||
| 344 | UTCTimestamp | Closing time of the trading session | |||
| 345 | UTCTimestamp | End time of the trading session | |||
| 346 | int | Number of orders in the market. | |||
| 347 | String | Type of message encoding (non-ASCII (non-English) characters) used in a message’s "Encoded" fields. ISO-2022-JP ISO2022JP · EUC-JP EUCJP · Shift_JIS ShiftJIS · UTF-8 UTF8 | |||
| 348 | Length | Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field. | |||
| 349 | data | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (Engli… | |||
| 350 | Length | Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field. | |||
| 351 | data | Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. If used, the … | |||
| 352 | Length | Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field. | |||
| 353 | data | Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the A… | |||
| 354 | Length | Byte length of encoded (non-ASCII characters) EncodedText (355) field. | |||
| 355 | data | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (En… | |||
| 356 | Length | Byte length of encoded (non-ASCII characters) EncodedSubject (357) field. | |||
| 357 | data | Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII… | |||
| 358 | Length | Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field. | |||
| 359 | data | Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCI… | |||
| 360 | Length | Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field. | |||
| 361 | data | Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASC… | |||
| 362 | Length | Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. | |||
| 363 | data | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, … | |||
| 364 | Length | Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. | |||
| 365 | data | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If … | |||
| 366 | Price | Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan). | |||
| 367 | UTCTimestamp | Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | |||
| 368 | int | Reason Quote Entry was rejected: 1 UnknownSymbol · 2 Exchange · 3 QuoteExceedsLimit · 4 TooLateToEnter +5 more | |||
| 369 | SeqNum | The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specifi… | |||
| 370 | UTCTimestamp | Used when a message is sent via a "hub" or "service bureau". If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B th… | |||
| 371 | int | The tag number of the FIX field being referenced. | |||
| 372 | String | The MsgType (35) of the FIX message being referenced. | |||
| 373 | int | Code to identify reason for a session-level Reject message. 0 InvalidTagNumber · 1 RequiredTagMissing · 2 TagNotDefinedForThisMessageType · 3 UndefinedTag +16 more | |||
| 374 | char | Identifies the Bid Request message type. C Cancel · N New | |||
| 375 | String | Identifies contra broker. Standard NASD market-maker mnemonic is preferred. | |||
| 376 | String | ID used to represent this transaction for compliance purposes (e.g. OATS reporting). | |||
| 377 | Boolean | Indicates whether or not the order was solicited. N WasNotSolicited · Y WasSolicited | |||
| 378 | int | Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel. 0 GTCorporateAction · 1 GTRenewal · 2 VerbalChange · 3 RepricingOfOrder +9 more | |||
| 379 | String | The value of the business-level "ID" field on the message being referenced. | |||
| 380 | int | Code to identify reason for a Business Message Reject message. 0 Other · 1 UnknownID · 2 UnknownSecurity · 3 UnsupportedMessageType +5 more | |||
| 381 | Amt | Total amount traded (i.e. quantity * price) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when quantity fi… | |||
| 382 | NumInGroup | The number of ContraBroker (375) entries. | |||
| 383 | Length | Maximum number of bytes supported for a single message. | |||
| 384 | NumInGroup | Number of MsgTypes (35) in repeating group. | |||
| 385 | char | Specifies the direction of the messsage. R Receive · S Send | |||
| 386 | NumInGroup | Number of TradingSessionIDs (336) in repeating group. | |||
| 387 | Qty | Total volume (quantity) traded. | |||
| 388 | char | Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to. 0 RelatedToDisplayedPrice · 1 RelatedToMarketPrice · 2 RelatedToPrimaryPrice · 3 RelatedToLocalPrimaryPrice +4 more | |||
| 389 | float | Amount (signed) added to the "related to" price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842) (Prior to FIX 4.4 this field wa… | |||
| 390 | String | Unique identifier for Bid Response as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. | |||
| 391 | String | Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. | |||
| 392 | String | Descriptive name for list order. | |||
| 393 | int | Total number of securities. (Prior to FIX 4.4 this field was named TotalNumSecurities) | |||
| 394 | int | Code to identify the type of Bid Request. 1 NonDisclosed · 2 Disclosed · 3 NoBiddingProcess | |||
| 395 | int | Total number of tickets. | |||
| 396 | Amt | Amounts in currency | |||
| 397 | Amt | Amounts in currency | |||
| 398 | NumInGroup | Number of BidDescriptor (400) entries. | |||
| 399 | int | Code to identify the type of BidDescriptor (400). 1 Sector · 2 Country · 3 Index | |||
| 400 | String | BidDescriptor value. Usage depends upon BidDescriptorTyp (399). If BidDescriptorType = 1 Industrials etc - Free text If BidDescriptorType = 2 "FR" etc - ISO Cou… | |||
| 401 | int | Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way… 1 SideValue1 · 2 SideValue2 | |||
| 402 | Percentage | Liquidity indicator or lower limit if TotalNumSecurities (393) > 1. Represented as a percentage. | |||
| 403 | Percentage | Upper liquidity indicator if TotalNumSecurities (393) > 1. Represented as a percentage. | |||
| 404 | Amt | Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency | |||
| 405 | Percentage | Eg Used in EFP trades 2% (EFP - Exchange for Physical ). Represented as a percentage. | |||
| 406 | Amt | Used in EFP trades | |||
| 407 | Percentage | Used in EFP trades. Represented as a percentage. | |||
| 408 | Amt | Used in EFP trades | |||
| 409 | int | Code to identify the type of liquidity indicator. 1 FiveDayMovingAverage · 2 TwentyDayMovingAverage · 3 NormalMarketSize · 4 Other | |||
| 410 | Percentage | Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage. | |||
| 411 | Boolean | Indicates whether or not to exchange for phsyical. N False · Y True | |||
| 412 | Amt | Value of stocks in Currency | |||
| 413 | Percentage | Percentage of program that crosses in Currency. Represented as a percentage. | |||
| 414 | int | Code to identify the desired frequency of progress reports. 1 BuySideRequests · 2 SellSideSends · 3 RealTimeExecutionReports | |||
| 415 | int | Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status. | |||
| 416 | int | Code to represent whether value is net (inclusive of tax) or gross. 1 Net · 2 Gross | |||
| 417 | int | Indicates the total number of bidders on the list | |||
| 418 | char | Code to represent the type of trade.
(Prior to FIX 4.4 this field was named "TradeType") A Agency · G VWAPGuarantee · J GuaranteedClose · R RiskTrade | |||
| 419 | char | Code to represent the basis price type. 2 ClosingPriceAtMorningSession · 3 ClosingPrice · 4 CurrentPrice · 5 SQ +9 more | |||
| 420 | NumInGroup | Indicates the number of list entries. | |||
| 421 | Country | ISO Country Code in field | |||
| 422 | int | Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries relat… | |||
| 423 | int | Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and… 1 Percentage · 2 PerUnit · 3 FixedAmount · 4 Discount +14 more | |||
| 424 | Qty | For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty - (CumQty (14) - DayCu… | |||
| 425 | Qty | Quantity on a GT order that has traded today. | |||
| 426 | Price | The average price for quantity on a GT order that has traded today. | |||
| 427 | int | Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate. 0 BookOutAllTradesOnDayOfExecution · 1 AccumulateUntilFilledOrExpired · 2 AccumulateUntilVerballyNotifiedOtherwise | |||
| 428 | NumInGroup | Number of list strike price entries. | |||
| 429 | int | Code to represent the status type. 1 Ack · 2 Response · 3 Timed · 4 ExecStarted +2 more | |||
| 430 | int | Code to represent whether value is net (inclusive of tax) or gross. 1 Net · 2 Gross | |||
| 431 | int | Code to represent the status of a list order. 1 InBiddingProcess · 2 ReceivedForExecution · 3 Executing · 4 Cancelling +3 more | |||
| 432 | LocalMktDate | Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined b… | |||
| 433 | char | Identifies the type of ListExecInst (69). 1 Immediate · 2 WaitForInstruction · 3 SellDriven · 4 BuyDrivenCashTopUp +1 more | |||
| 434 | char | Identifies the type of request that a Cancel Reject is in response to. 1 OrderCancelRequest · 2 OrderCancel | |||
| 435 | Percentage | Underlying security's CouponRate. See CouponRate (223) field for description | |||
| 436 | float | Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description | |||
| 437 | Qty | Quantity traded with the ContraBroker (375). | |||
| 438 | UTCTimestamp | Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | |||
| 439 | String | Firm that will clear the trade. Used if different from the executing firm. | |||
| 440 | String | Supplemental accounting information forwared to clearing house/firm. | |||
| 441 | int | Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency. | |||
| 442 | char | Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.). 1 SingleSecurity · 2 IndividualLegOfAMultiLegSecurity · 3 MultiLegSecurity | |||
| 443 | UTCTimestamp | The time at which current market prices are used to determine the value of a basket. | |||
| 444 | String | Free format text string related to List Status. | |||
| 445 | Length | Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field. | |||
| 446 | data | Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, th… | |||
| 447 | char | Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified.
See "App… 6 UKNationalInsuranceOrPensionNumber · 7 USSocialSecurityNumber · 8 USEmployerOrTaxIDNumber · 9 AustralianBusinessNumber +14 more | |||
| 448 | String | Party identifier/code. See PartyIDSource (447) and PartyRole (452). See "Appendix 6-G - Use of <Parties> Component Block" | |||
| 451 | PriceOffset | Net change from previous day's closing price vs. last traded price. | |||
| 452 | int | Identifies the type or role of the PartyID (448) specified.
See "Appendix 6-G - Use of <Parties> Component Block"
(see Volume : "Glossary" for value definitions… 1 ExecutingFirm · 2 BrokerOfCredit · 3 ClientID · 4 ClearingFirm +80 more | |||
| 453 | NumInGroup | Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries | |||
| 454 | NumInGroup | Number of SecurityAltID (455) entries. | |||
| 455 | String | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | |||
| 456 | String | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22… | |||
| 457 | NumInGroup | Number of UnderlyingSecurityAltID (458) entries. | |||
| 458 | String | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires Underlying… | |||
| 459 | String | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the … | |||
| 460 | int | Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. 1 AGENCY · 2 COMMODITY · 3 CORPORATE · 4 CURRENCY +9 more | |||
| 461 | String | Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association… | |||
| 462 | int | Underlying security's Product. Valid values: see Product(460) field | |||
| 463 | String | Underlying security's CFICode. Valid values: see CFICode (461) field | |||
| 464 | Boolean | Indicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents". N Fales · Y True | |||
| 466 | String | Common reference passed to a post-trade booking process (e.g. industry matching utility). | |||
| 467 | String | Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). | |||
| 468 | char | Specifies which direction to round For CIV - indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152… 0 RoundToNearest · 1 RoundDown · 2 RoundUp | |||
| 469 | float | For CIV - a float value indicating the value to which rounding is required. i.e. 0 means round to a multiple of 0 units/shares; 0.5 means round to a multiple of… | |||
| 470 | Country | ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for… | |||
| 471 | String | A two-character state or province abbreviation. | |||
| 472 | String | Identifies the locale. For Municipal Security Issuers other than state or province. Refer to http://www.atmos.albany.edu/cgi/stagrep-cgi Reference the IATA city… | |||
| 473 | NumInGroup | The number of registration details on a Registration Instructions message | |||
| 474 | String | Set of Correspondence address details, possibly including phone, fax, etc. | |||
| 475 | Country | The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes. | |||
| 476 | String | "Settlement Payment Reference" - A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number. | |||
| 477 | int | A code identifying the payment method for a (fractional) distribution.
13 through 998 are reserved for future use
Values above 1000 are available for use by pri… 1 CREST · 2 NSCC · 3 Euroclear · 4 Clearstream +8 more | |||
| 478 | Currency | Specifies currency to be used for Cash Distributions see "Appendix 6-A Valid Currency Codes". | |||
| 479 | Currency | Specifies currency to be use for Commission (12) if the Commission currency is different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". | |||
| 480 | char | For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies. Y Yes · N NoExecutionOnly · M NoWaiverAgreement · O NoInstitutional | |||
| 481 | char | A one character code identifying Money laundering status. Y Passed · N NotChecked · 1 ExemptBelowLimit · 2 ExemptMoneyType +1 more | |||
| 482 | String | Free format text to specify mailing instruction requirements, e.g. "no third party mailings". | |||
| 483 | UTCTimestamp | For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager. For derivatives a date and time stamp to indicate when this order… | |||
| 484 | char | For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point. B BidPrice · C CreationPrice · D CreationPricePlusAdjustmentPercent · E CreationPricePlusAdjustmentAmount +4 more | |||
| 485 | float | For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484) | |||
| 486 | LocalMktDate | The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account. | |||
| 487 | int | Identifies Trade Report message transaction type
(Prior to FIX 4.4 this field was of type char) 0 New · 1 Cancel · 2 Replace · 3 Release +2 more | |||
| 488 | String | The name of the payment card holder as specified on the card being used for payment. | |||
| 489 | String | The number of the payment card as specified on the card being used for payment. | |||
| 490 | LocalMktDate | The expiry date of the payment card as specified on the card being used for payment. | |||
| 491 | String | The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card. | |||
| 492 | int | A code identifying the Settlement payment method. 16 through 998 are reserved for future use
Values above 1000 are available for use by private agreement among … 1 CREST · 2 NSCC · 3 Euroclear · 4 Clearstream +11 more | |||
| 493 | String | For CIV - a fund manager-defined code identifying which of the fund manager's account types is required. | |||
| 494 | String | Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a com… | |||
| 495 | int | For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held.
30 - 998 are reserved for future use by recognized t… 0 None · 1 MaxiISA · 2 TESSA · 3 MiniCashISA +27 more | |||
| 496 | String | Text indicating reason(s) why a Registration Instruction has been rejected. | |||
| 497 | char | A one character code identifying whether the Fund based renewal commission is to be waived. N No · Y Yes | |||
| 498 | String | Name of local agent bank if for cash distributions | |||
| 499 | String | BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions | |||
| 500 | String | Account number at agent bank for distributions. | |||
| 501 | String | Free format Payment reference to assist with reconciliation of distributions. | |||
| 502 | String | Name of account at agent bank for distributions. | |||
| 503 | LocalMktDate | The start date of the card as specified on the card being used for payment. | |||
| 504 | LocalMktDate | The date written on a cheque or date payment should be submitted to the relevant clearing system. | |||
| 505 | String | Identifies sender of a payment, e.g. the payment remitter or a customer reference number. | |||
| 506 | char | Registration status as returned by the broker or (for CIV) the fund manager: A Accepted · R Rejected · H Held · N Reminder | |||
| 507 | int | Reason(s) why Registration Instructions has been rejected.
The reason may be further amplified in the RegistRejReasonCode field.
Possible values of reason code … 1 InvalidAccountType · 2 InvalidTaxExemptType · 3 InvalidOwnershipType · 4 NoRegDetails +15 more | |||
| 508 | String | Reference identifier for the RegistID (53) with Cancel and Replace RegistTransType (54) transaction types. | |||
| 509 | String | Set of Registration name and address details, possibly including phone, fax etc. | |||
| 510 | NumInGroup | The number of Distribution Instructions on a Registration Instructions message | |||
| 511 | String | Email address relating to Registration name and address details | |||
| 512 | Percentage | The amount of each distribution to go to this beneficiary, expressed as a percentage | |||
| 513 | String | Unique identifier of the registration details as assigned by institution or intermediary. | |||
| 514 | char | Identifies Registration Instructions transaction type 0 New · 2 Cancel · 1 Replace | |||
| 515 | UTCTimestamp | For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager. | |||
| 516 | Percentage | For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor's total holding to be sold. For a CIV switch/exchan… | |||
| 517 | char | The relationship between Registration parties. J JointInvestors · T TenantsInCommon · 2 JointTrustees | |||
| 518 | NumInGroup | The number of Contract Amount details on an Execution Report message | |||
| 519 | int | Type of ContAmtValue (520).
NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions give… 1 CommissionAmount · 2 CommissionPercent · 3 InitialChargeAmount · 4 InitialChargePercent +11 more | |||
| 520 | float | Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519). | |||
| 521 | Currency | Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". | |||
| 522 | int | Identifies the type of owner. 1 IndividualInvestor · 2 PublicCompany · 3 PrivateCompany · 4 IndividualTrustee +9 more | |||
| 523 | String | Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (4… | |||
| 524 | String | PartyID value within a nested repeating group. Same values as PartyID (448) | |||
| 525 | char | PartyIDSource value within a nested repeating group. Same values as PartyIDSource (447) | |||
| 526 | String | Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. | |||
| 527 | String | Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system. | |||
| 528 | char | Designates the capacity of the firm placing the order.
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) f… A Agency · G Proprietary · I Individual · P Principal +2 more | |||
| 529 | MultipleCharValue | Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. 1 ProgramTrade · 2 IndexArbitrage · 3 NonIndexArbitrage · 4 CompetingMarketMaker +11 more | |||
| 530 | char | Specifies scope of Order Mass Cancel Request. 1 CancelOrdersForASecurity · 2 CancelOrdersForAnUnderlyingSecurity · 3 CancelOrdersForAProduct · 4 CancelOrdersForACFICode +8 more | |||
| 531 | char | Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request 0 CancelRequestRejected · 1 CancelOrdersForASecurity · 2 CancelOrdersForAnUnderlyingSecurity · 3 CancelOrdersForAProduct +9 more | |||
| 532 | int | Reason Order Mass Cancel Request was rejected 0 MassCancelNotSupported · 1 InvalidOrUnknownSecurity · 2 InvalidOrUnkownUnderlyingSecurity · 3 InvalidOrUnknownProduct +9 more | |||
| 533 | int | Total number of orders affected by either the OrderMassActionRequest(MsgType=CA) or OrderMassCancelRequest(MsgType=Q). | |||
| 534 | NumInGroup | Number of affected orders in the repeating group of order ids. | |||
| 535 | String | OrderID (37) of an order affected by a mass cancel request. | |||
| 536 | String | SecondaryOrderID (198) of an order affected by a mass cancel request. | |||
| 537 | int | Identifies the type of quote.
An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade.
A trade… 0 Indicative · 1 Tradeable · 2 RestrictedTradeable · 3 Counter | |||
| 538 | int | PartyRole value within a nested repeating group. Same values as PartyRole (452) | |||
| 539 | NumInGroup | Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries | |||
| 540 | Amt | Total Amount of Accrued Interest for convertible bonds and fixed income | |||
| 541 | LocalMktDate | Date of maturity. | |||
| 542 | LocalMktDate | Underlying security's maturity date. See MaturityDate (541) field for description | |||
| 543 | String | Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to… | |||
| 544 | char | Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or… 1 Cash · 2 MarginOpen · 3 MarginClose | |||
| 545 | String | PartySubID value within a nested repeating group. Same values as PartySubID (523) | |||
| 546 | MultipleCharValue | Specifies the market scope of the market data. 1 LocalMarket · 2 National · 3 Global | |||
| 547 | Boolean | Defines how a server handles distribution of a truncated book. Defaults to broker option. N No · Y Yes | |||
| 548 | String | Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT… | |||
| 549 | int | Type of cross being submitted to a market 1 CrossAON · 2 CrossIOC · 3 CrossOneSide · 4 CrossSamePrice | |||
| 550 | int | Indicates if one side or the other of a cross order should be prioritized.
The definition of prioritization is left to the market. In some markets prioritizatio… 0 None · 1 BuySideIsPrioritized · 2 SellSideIsPrioritized | |||
| 551 | String | CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross … | |||
| 552 | NumInGroup | Number of Side repeating group instances. 1 OneSide · 2 BothSides | |||
| 553 | String | Userid or username. | |||
| 554 | String | Password or passphrase. | |||
| 555 | NumInGroup | Number of InstrumentLeg repeating group instances. | |||
| 556 | Currency | Currency associated with a particular Leg's quantity | |||
| 557 | int | Used to support fragmentation. Indicates total number of security types when multiple Security Type messages are used to return results. | |||
| 558 | NumInGroup | Number of Security Type repeating group instances. | |||
| 559 | int | Identifies the type/criteria of Security List Request 0 Symbol · 1 SecurityTypeAnd · 2 Product · 3 TradingSessionID +2 more | |||
| 560 | int | The results returned to a Security Request message 0 ValidRequest · 1 InvalidOrUnsupportedRequest · 2 NoInstrumentsFound · 3 NotAuthorizedToRetrieveInstrumentData +2 more | |||
| 561 | Qty | The trading lot size of a security | |||
| 562 | Qty | The minimum trading volume for a security | |||
| 563 | int | Indicates the method of execution reporting requested by issuer of the order. 0 ReportByMulitlegSecurityOnly · 1 ReportByMultilegSecurityAndInstrumentLegs · 2 ReportByInstrumentLegsOnly | |||
| 564 | char | PositionEffect for leg of a multileg See PositionEffect (77) field for description | |||
| 565 | int | CoveredOrUncovered for leg of a multileg See CoveredOrUncovered (203) field for description | |||
| 566 | Price | Price for leg of a multileg See Price (44) field for description | |||
| 567 | int | Indicates the reason a Trading Session Status Request was rejected. 1 UnknownOrInvalidTradingSessionID · 99 Other | |||
| 568 | String | Trade Capture Report Request ID | |||
| 569 | int | Type of Trade Capture Report. 0 AllTrades · 1 MatchedTradesMatchingCriteria · 2 UnmatchedTradesThatMatchCriteria · 3 UnreportedTradesThatMatchCriteria +1 more | |||
| 570 | Boolean | Indicates if the trade capture report was previously reported to the counterparty N NotReportedToCounterparty · Y PerviouslyReportedToCounterparty | |||
| 571 | String | Unique identifier of trade capture report | |||
| 572 | String | Reference identifier used with CANCEL and REPLACE transaction types. | |||
| 573 | char | The status of this trade with respect to matching or comparison. 0 Compared · 1 Uncompared · 2 AdvisoryOrAlert | |||
| 574 | String | The point in the matching process at which this trade was matched. 1 OnePartyTradeReport · 2 TwoPartyTradeReport · 3 ConfirmedTradeReport · 4 AutoMatch +22 more | |||
| 575 | Boolean | This trade is to be treated as an odd lot
If this field is not specified, the default will be "N" N TreatAsRoundLot · Y TreatAsOddLot | |||
| 576 | NumInGroup | Number of clearing instructions | |||
| 577 | int | Eligibility of this trade for clearing and central counterparty processing
values above 4000 are reserved for agreement between parties 0 ProcessNormally · 1 ExcludeFromAllNetting · 2 BilateralNettingOnly · 3 ExClearing +10 more | |||
| 578 | String | Type of input device or system from which the trade was entered. | |||
| 579 | String | Specific device number, terminal number or station where trade was entered | |||
| 580 | NumInGroup | Number of Date fields provided in date range | |||
| 581 | int | Type of account associated with an order 1 CarriedCustomerSide · 2 CarriedNonCustomerSide · 3 HouseTrader · 4 FloorTrader +3 more | |||
| 582 | int | Capacity of customer placing the order
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodi… 1 MemberTradingForTheirOwnAccount · 2 ClearingFirmTradingForItsProprietaryAccount · 3 MemberTradingForAnotherMember · 4 AllOther | |||
| 583 | String | Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculat… | |||
| 584 | String | Value assigned by issuer of Mass Status Request to uniquely identify the request | |||
| 585 | int | Mass Status Request Type 1 StatusForOrdersForASecurity · 2 StatusForOrdersForAnUnderlyingSecurity · 3 StatusForOrdersForAProduct · 4 StatusForOrdersForACFICode +6 more | |||
| 586 | UTCTimestamp | The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional fie… | |||
| 587 | char | Refer to values for SettlType[63] | |||
| 588 | LocalMktDate | Refer to description for SettlDate[64] | |||
| 589 | char | Indicates whether or not automatic booking can occur. 0 Auto · 1 SpeakWithOrderInitiatorBeforeBooking · 2 Accumulate | |||
| 590 | char | Indicates what constitutes a bookable unit. 0 EachPartialExecutionIsABookableUnit · 1 AggregatePartialExecutionsOnThisOrder · 2 AggregateExecutionsForThisSymbol | |||
| 591 | char | Indicates the method of preallocation. 0 ProRata · 1 DoNotProRata | |||
| 592 | Country | Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description | |||
| 593 | String | Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | |||
| 594 | String | Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description | |||
| 595 | String | Underlying security's InstrRegistry. See InstrRegistry (543) field for description | |||
| 596 | Country | Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description | |||
| 597 | String | Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | |||
| 598 | String | Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description | |||
| 599 | String | Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description | |||
| 600 | String | Multileg instrument's individual security's Symbol. See Symbol (55) field for description | |||
| 601 | String | Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description | |||
| 602 | String | Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description | |||
| 603 | String | Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description | |||
| 604 | NumInGroup | Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description | |||
| 605 | String | Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description | |||
| 606 | String | Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description | |||
| 607 | int | Multileg instrument's individual security's Product. See Product (460) field for description | |||
| 608 | String | Multileg instrument's individual security's CFICode. See CFICode (461) field for description | |||
| 609 | String | Refer to definition of SecurityType(167) | |||
| 610 | MonthYear | Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description | |||
| 611 | LocalMktDate | Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description | |||
| 612 | Price | Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description | |||
| 613 | char | Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description | |||
| 614 | float | Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description | |||
| 615 | Percentage | Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description | |||
| 616 | Exchange | Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description | |||
| 617 | String | Multileg instrument's individual security's Issuer. See Issuer (106) field for description | |||
| 618 | Length | Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description | |||
| 619 | data | Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description | |||
| 620 | String | Description of a leg of a multileg instrument. See SecurityDesc(107). | |||
| 621 | Length | Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | |||
| 622 | data | Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | |||
| 623 | float | The ratio of quantity for this individual leg relative to the entire multileg security. | |||
| 624 | char | The side of this individual leg (multileg security). See Side (54) field for description and values | |||
| 625 | String | Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures … 1 PreTrading · 2 OpeningOrOpeningAuction · 3 Continuous · 4 ClosingOrClosingAuction +3 more | |||
| 626 | int | Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated")
(see Volume : "Glossary" for value definitions)
*** SOME VALUES HAVE… 1 Calculated · 2 Preliminary · 3 SellsideCalculatedUsingPreliminary · 4 SellsideCalculatedWithoutPreliminary +10 more | |||
| 627 | NumInGroup | Number of HopCompID entries in repeating group. | |||
| 628 | String | Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third … | |||
| 629 | UTCTimestamp | Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party. Applicable when me… | |||
| 630 | SeqNum | Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent b… | |||
| 631 | Price | Mid price/rate | |||
| 632 | Percentage | Bid yield | |||
| 633 | Percentage | Mid yield | |||
| 634 | Percentage | Offer yield | |||
| 635 | String | Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT,… 1 FirstYearDelegate · 2 SecondYearDelegate · 3 ThirdYearDelegate · 4 FourthYearDelegate +10 more | |||
| 636 | Boolean | Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked i… N NotWorking · Y Working | |||
| 637 | Price | Execution price assigned to a leg of a multileg instrument. See LastPx (31) field for description and values | |||
| 638 | int | Indicates if a Cancel/Replace has caused an order to lose book priority. 0 PriorityUnchanged · 1 LostPriorityAsResultOfOrderChange | |||
| 639 | PriceOffset | Amount of price improvement. | |||
| 640 | Price | Price of the future part of a F/X swap order. See Price (44) for description. | |||
| 641 | PriceOffset | F/X forward points of the future part of a F/X swap order added to LastSpotRate (94). May be a negative value. | |||
| 642 | PriceOffset | Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. | |||
| 643 | PriceOffset | Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. | |||
| 644 | String | RFQ Request ID - used to identify an RFQ Request. | |||
| 645 | Price | Used to indicate the best bid in a market | |||
| 646 | Price | Used to indicate the best offer in a market | |||
| 647 | Qty | Used to indicate a minimum quantity for a bid. If this field is used the BidSize (134) field is interpreted as the maximum bid size | |||
| 648 | Qty | Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size. | |||
| 649 | String | Unique identifier for Quote Status Request. | |||
| 650 | Boolean | Indicates that this message is to serve as the final and legal confirmation. N DoesNotConsituteALegalConfirm · Y LegalConfirm | |||
| 651 | Price | The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the de… | |||
| 652 | Qty | The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the… | |||
| 654 | String | Unique indicator for a specific leg. | |||
| 655 | String | Unique indicator for a specific leg for the ContraBroker (375). | |||
| 656 | float | Foreign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) | |||
| 657 | float | Foreign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) | |||
| 658 | int | Reason Quote was rejected: 1 UnknownSymbol · 2 Exchange · 3 QuoteRequestExceedsLimit · 4 TooLateToEnter +8 more | |||
| 659 | String | ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting). | |||
| 660 | int | Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in the… 1 BIC · 2 SIDCode · 3 TFM · 4 OMGEO +2 more | |||
| 661 | int | Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values. | |||
| 662 | Price | Specifies the price of the benchmark. | |||
| 663 | int | Identifies type of BenchmarkPrice (662). See PriceType (423) for valid values. | |||
| 664 | String | Message reference for Confirmation | |||
| 665 | int | Identifies the status of the Confirmation. 1 Received · 2 MismatchedAccount · 3 MissingSettlementInstructions · 4 Confirmed +1 more | |||
| 666 | int | Identifies the Confirmation transaction type. 0 New · 1 Replace · 2 Cancel | |||
| 667 | MonthYear | Specifies when the contract (i.e. MBS/TBA) will settle. | |||
| 668 | int | Identifies the form of delivery. 1 BookEntry · 2 Bearer | |||
| 669 | Price | Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other typ… | |||
| 670 | NumInGroup | Number of Allocations for the leg | |||
| 671 | String | Allocation Account for the leg See AllocAccount (79) for description and valid values. | |||
| 672 | String | Reference for the individual allocation ticket See IndividualAllocID (467) for description and valid values. | |||
| 673 | Qty | Leg allocation quantity. See AllocQty (80) for description and valid values. | |||
| 674 | String | The source of the LegAllocAccount (671) See AllocAcctIDSource (661) for description and valid values. | |||
| 675 | Currency | Identifies settlement currency for the Leg. See SettlCurrency (20) for description and valid values | |||
| 676 | Currency | LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values. | |||
| 677 | String | Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values. | |||
| 678 | String | Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values. | |||
| 679 | Price | Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values. | |||
| 680 | int | The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values. | |||
| 681 | Price | Bid price of this leg. See BidPx (32) for description and valid values. | |||
| 682 | String | Leg-specific IOI quantity. See IOIQty (27) for description and valid values | |||
| 683 | NumInGroup | Number of leg stipulation entries | |||
| 684 | Price | Offer price of this leg. See OfferPx (133) for description and valid values | |||
| 685 | Qty | Quantity ordered of this leg. See OrderQty (38) for description and valid values | |||
| 686 | int | The price type of the LegBidPx (681) and/or LegOfferPx (684). See PriceType (423) for description and valid values | |||
| 687 | Qty | Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values | |||
| 688 | String | For Fixed Income, type of Stipulation for this leg. See StipulationType (233) for description and valid values | |||
| 689 | String | For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values | |||
| 690 | int | For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite s… 1 ParForPar · 2 ModifiedDuration · 4 Risk · 5 Proceeds | |||
| 691 | String | For Fixed Income, identifies MBS / ABS pool. | |||
| 692 | int | Code to represent price type requested in Quote.
If the Quote Request is for a Swap values 1-8 apply to all legs. 1 Percent · 2 PerShare · 3 FixedAmount · 4 Discount +6 more | |||
| 693 | String | Message reference for Quote Response | |||
| 694 | int | Identifies the type of Quote Response. 1 Hit · 2 Counter · 3 Expired · 4 Cover +4 more | |||
| 695 | char | Code to qualify Quote use See IOIQualifier (104) for description and valid values. | |||
| 696 | LocalMktDate | Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date). | |||
| 697 | Price | Price to which the yield has been calculated. | |||
| 698 | int | The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values. | |||
| 699 | String | The identifier of the benchmark security, e.g. Treasury against Corporate bond. See SecurityID (tag 48) for description and valid values. | |||
| 700 | Boolean | Indicates a trade that reverses a previous trade. | |||
| 701 | LocalMktDate | Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day. | |||
| 702 | NumInGroup | Number of position entries. | |||
| 703 | String | Used to identify the type of quantity that is being returned. ALC AllocationTradeQty · AS OptionAssignment · ASF AsOfTradeQty · DLV DeliveryQty +23 more | |||
| 704 | Qty | Long Quantity | |||
| 705 | Qty | Short Quantity | |||
| 706 | int | Status of this position. 0 Submitted · 1 Accepted · 2 Rejected | |||
| 707 | String | Type of Position amount CASH CashAmount · CRES CashResidualAmount · FMTM FinalMarkToMarketAmount · IMTM IncrementalMarkToMarketAmount +14 more | |||
| 708 | Amt | Position amount | |||
| 709 | int | Identifies the type of position transaction 1 Exercise · 2 DoNotExercise · 3 PositionAdjustment · 4 PositionChangeSubmission +2 more | |||
| 710 | String | Unique identifier for the position maintenance request as assigned by the submitter | |||
| 711 | NumInGroup | Number of underlying legs that make up the security. | |||
| 712 | int | Maintenance Action to be performed. 1 New · 2 Replace · 3 Cancel · 4 Reverse | |||
| 713 | String | Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled. | |||
| 714 | String | Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled. | |||
| 715 | LocalMktDate | The "Clearing Business Date" referred to by this maintenance request. | |||
| 716 | String | Identifies a specific settlement session ITD Intraday · RTH RegularTradingHours · ETH ElectronicTradingHours · EOD EndOfDay | |||
| 717 | String | SubID value associated with SettlSessID(716) | |||
| 718 | int | Type of adjustment to be applied, used for PCS and PAJ 0 ProcessRequestAsMarginDisposition · 1 DeltaPlus · 2 DeltaMinus · 3 Final | |||
| 719 | Boolean | Used to indicate when a contrary instruction for exercise or abandonment is being submitted | |||
| 720 | Boolean | Indicates if requesting a rollover of prior day's spread submissions. | |||
| 721 | String | Unique identifier for this position report | |||
| 722 | int | Status of Position Maintenance Request 0 Accepted · 1 AcceptedWithWarnings · 2 Rejected · 3 Completed +1 more | |||
| 723 | int | Result of Position Maintenance Request.
4000+ Reserved and available for bi-laterally agreed upon user-defined values 0 SuccessfulCompletion · 1 Rejected · 99 Other | |||
| 724 | int | Used to specify the type of position request being made. 0 Positions · 1 Trades · 2 Exercises · 3 Assignments +3 more | |||
| 725 | int | Identifies how the response to the request should be transmitted.
Details specified via ResponseDestination (726). 0 Inband · 1 OutOfBand | |||
| 726 | String | URI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identif… | |||
| 727 | int | Total number of Position Reports being returned. | |||
| 728 | int | Result of Request for Position
4000+ Reserved and available for bi-laterally agreed upon user-defined values 0 ValidRequest · 1 InvalidOrUnsupportedRequest · 2 NoPositionsFoundThatMatchCriteria · 3 NotAuthorizedToRequestPositions +2 more | |||
| 729 | int | Status of Request for Positions 0 Completed · 1 CompletedWithWarnings · 2 Rejected | |||
| 730 | Price | Settlement price | |||
| 731 | int | Type of settlement price 1 Final · 2 Theoretical | |||
| 732 | Price | Underlying security's SettlPrice. See SettlPrice (730) field for description | |||
| 733 | int | Underlying security's SettlPriceType. See SettlPriceType (731) field for description | |||
| 734 | Price | Previous settlement price | |||
| 735 | NumInGroup | Number of repeating groups of QuoteQualifiers (695). | |||
| 736 | Currency | Currency code of settlement denomination for a specific AllocAccount (79). | |||
| 737 | Amt | Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79). | |||
| 738 | Amt | Amount of interest (i.e. lump-sum) at maturity. | |||
| 739 | LocalMktDate | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | |||
| 740 | String | For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument. See Pool (691) for description and valid values. | |||
| 741 | Amt | Amount of interest (i.e. lump-sum) at maturity at the account-level. | |||
| 742 | Amt | Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level. | |||
| 743 | LocalMktDate | Date of delivery. | |||
| 744 | char | Method by which short positions are assigned to an exercise notice during exercise and assignment processing P ProRata · R Random | |||
| 745 | Qty | Quantity Increment used in performing assignment. | |||
| 746 | Amt | Open interest that was eligible for assignment. | |||
| 747 | char | Exercise Method used to in performing assignment. A Automatic · M Manual | |||
| 748 | int | Total number of trade reports returned. | |||
| 749 | int | Result of Trade Request 0 Successful · 1 InvalidOrUnknownInstrument · 2 InvalidTypeOfTradeRequested · 3 InvalidParties +5 more | |||
| 750 | int | Status of Trade Request. 0 Accepted · 1 Completed · 2 Rejected | |||
| 751 | int | Reason Trade Capture Request was rejected.
100+ Reserved and available for bi-laterally agreed upon user-defined values 0 Successful · 1 InvalidPartyOnformation · 2 UnknownInstrument · 3 UnauthorizedToReportTrades +2 more | |||
| 752 | int | Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security. 1 SingleSecurity · 2 IndividualLegOfAMultilegSecurity · 3 MultilegSecurity | |||
| 753 | NumInGroup | Number of position amount entries. | |||
| 754 | Boolean | Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House. | |||
| 755 | String | Unique identifier for Allocation Report message. | |||
| 756 | NumInGroup | Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries | |||
| 757 | String | PartyID value within a "second instance" Nested repeating group. Same values as PartyID (448) | |||
| 758 | char | PartyIDSource value within a "second instance" Nested repeating group. Same values as PartyIDSource (447) | |||
| 759 | int | PartyRole value within a "second instance" Nested repeating group. Same values as PartyRole (452) | |||
| 760 | String | PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523) | |||
| 761 | String | Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID is specified. Same values as the SecurityIDSource (22) field | |||
| 762 | String | Sub-type qualification/identification of the SecurityType. As an example for SecurityType(167)="REPO", the SecuritySubType="General Collateral" can be used to f… | |||
| 763 | String | Underlying security's SecuritySubType. See SecuritySubType (762) field for description | |||
| 764 | String | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | |||
| 765 | Percentage | The maximum percentage that execution of one side of a program trade can exceed execution of the other. | |||
| 766 | Amt | The maximum amount that execution of one side of a program trade can exceed execution of the other. | |||
| 767 | Currency | The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used. | |||
| 768 | NumInGroup | Number of TrdRegTimestamp (769) entries | |||
| 769 | UTCTimestamp | Traded / Regulatory timestamp value. Use to store time information required by government regulators or self regulatory organizations (such as an exchange or cl… | |||
| 770 | int | Traded / Regulatory timestamp type.
Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction.
(… 1 ExecutionTime · 2 TimeIn · 3 TimeOut · 4 BrokerReceipt +3 more | |||
| 771 | String | Text which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value. | |||
| 772 | String | Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel | |||
| 773 | int | Identifies the type of Confirmation message being sent. 1 Status · 2 Confirmation · 3 ConfirmationRequestRejected | |||
| 774 | int | Identifies the reason for rejecting a Confirmation. 1 MismatchedAccount · 2 MissingSettlementInstructions · 99 Other | |||
| 775 | int | Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or… 0 RegularBooking · 1 CFD · 2 TotalReturnSwap | |||
| 776 | int | Identified reason for rejecting an individual AllocAccount (79) detail. Same values as AllocRejCode (88) | |||
| 777 | String | Unique identifier for Settlement Instruction message. | |||
| 778 | NumInGroup | Number of settlement instructions within repeating group. | |||
| 779 | UTCTimestamp | Timestamp of last update to data item (or creation if no updates made since creation). | |||
| 780 | int | Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived. 0 UseDefaultInstructions · 1 DeriveFromParametersProvided · 2 FullDetailsProvided · 3 SSIDBIDsProvided +1 more | |||
| 781 | NumInGroup | Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries | |||
| 782 | String | PartyID value within a settlement parties component. Nested repeating group. Same values as PartyID (448) | |||
| 783 | char | PartyIDSource value within a settlement parties component. Same values as PartyIDSource (447) | |||
| 784 | int | PartyRole value within a settlement parties component. Same values as PartyRole (452) | |||
| 785 | String | PartySubID value within a settlement parties component. Same values as PartySubID (523) | |||
| 786 | int | Type of SettlPartySubID (785) value. Same values as PartySubIDType (803) | |||
| 787 | char | Used to indicate whether a delivery instruction is used for securities or cash settlement. C Cash · S Securities | |||
| 788 | int | Type of financing termination. 1 Overnight · 2 Term · 3 Flexible · 4 Open | |||
| 789 | SeqNum | Next expected MsgSeqNum value to be received. | |||
| 790 | String | Can be used to uniquely identify a specific Order Status Request message. | |||
| 791 | String | Unique ID of settlement instruction request message | |||
| 792 | int | Identifies reason for rejection (of a settlement instruction request message). 0 UnableToProcessRequest · 1 UnknownAccount · 2 NoMatchingSettlementInstructionsFound · 99 Other | |||
| 793 | String | Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby ma… | |||
| 794 | int | Describes the specific type or purpose of an Allocation Report message 2 PreliminaryRequestToIntermediary · 3 SellsideCalculatedUsingPreliminary · 4 SellsideCalculatedWithoutPreliminary · 5 WarehouseRecap +6 more | |||
| 795 | String | Reference identifier to be used with AllocTransType (7) = Replace or Cancel | |||
| 796 | int | Reason for cancelling or replacing an Allocation Instruction or Allocation Report message 1 OriginalDetailsIncomplete · 2 ChangeInUnderlyingOrderDetails · 99 Other | |||
| 797 | Boolean | Indicates whether or not this message is a drop copy of another message. | |||
| 798 | int | Type of account associated with a confirmation or other trade-level message 1 CarriedCustomerSide · 2 CarriedNonCustomerSide · 3 HouseTrader · 4 FloorTrader +3 more | |||
| 799 | Price | Average price for a specific order | |||
| 800 | Qty | Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message | |||
| 801 | NumInGroup | Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries | |||
| 802 | NumInGroup | Number of PartySubID (523)and PartySubIDType (803) entries | |||
| 803 | int | Type of PartySubID (523) value
4000+ = Reserved and available for bi-laterally agreed upon user defined values 1 Firm · 2 Person · 3 System · 4 Application +29 more | |||
| 804 | NumInGroup | Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries | |||
| 805 | int | Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) | |||
| 806 | NumInGroup | Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. | |||
| 807 | int | Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803) | |||
| 808 | int | Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Inter… 1 PendingAccept · 2 PendingRelease · 3 PendingReversal · 4 Accept +2 more | |||
| 809 | NumInGroup | Number of Usernames to which this this response is directed | |||
| 810 | Price | Underlying price associate with a derivative instrument. | |||
| 811 | float | The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument p… | |||
| 812 | int | Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue. | |||
| 813 | int | Current number of application messages that were queued at the time that the message was created by the counterparty. | |||
| 814 | int | Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size. 0 NoActionTaken · 1 QueueFlushed · 2 OverlayLast · 3 EndSession | |||
| 815 | int | Action to take to resolve an application message queue (backlog). 0 NoActionTaken · 1 QueueFlushed · 2 OverlayLast · 3 EndSession | |||
| 816 | NumInGroup | Number of alternative market data sources | |||
| 817 | String | Session layer source for market data (For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained). | |||
| 818 | String | Secondary trade report identifier - can be used to associate an additional identifier with a trade. | |||
| 819 | int | Average Pricing Indicator 0 NoAveragePricing · 1 Trade · 2 LastTrade | |||
| 820 | String | Used to link a group of trades together. Useful for linking a group of trades together for average price calculations. | |||
| 821 | String | Specific device number, terminal number or station where order was entered | |||
| 822 | String | Trading Session in which the underlying instrument trades | |||
| 823 | String | Trading Session sub identifier in which the underlying instrument trades | |||
| 824 | String | Reference to the leg of a multileg instrument to which this trade refers | |||
| 825 | String | Used to report any exchange rules that apply to this trade. Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such… | |||
| 826 | int | Identifies how the trade is to be allocated 0 AllocationNotRequired · 1 AllocationRequired · 2 UseAllocationProvidedWithTheTrade · 3 AllocationGiveUpExecutor +2 more | |||
| 827 | int | Part of trading cycle when an instrument expires. Field is applicable for derivatives. 0 ExpireOnTradingSessionClose · 1 ExpireOnTradingSessionOpen · 2 SpecifiedExpiration | |||
| 828 | int | Type of Trade: 0 RegularTrade · 1 BlockTrade · 2 EFP · 3 Transfer +51 more | |||
| 829 | int | Further qualification to the trade type 0 CMTA · 1 InternalTransferOrAdjustment · 2 ExternalTransferOrTransferOfAccount · 3 RejectForSubmittingSide +34 more | |||
| 830 | String | Reason trade is being transferred | |||
| 832 | int | Total Number of Assignment Reports being returned to a firm | |||
| 833 | String | Unique identifier for the Assignment Report | |||
| 834 | PriceOffset | Amount that a position has to be in the money before it is exercised. | |||
| 835 | int | Describes whether peg is static or floats 0 Floating · 1 Fixed | |||
| 836 | int | Type of Peg Offset value 0 Price · 1 BasisPoints · 2 Ticks · 3 PriceTier | |||
| 837 | int | Type of Peg Limit 0 OrBetter · 1 Strict · 2 OrWorse | |||
| 838 | int | If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive 1 MoreAggressive · 2 MorePassive | |||
| 839 | Price | The price the order is currently pegged at | |||
| 840 | int | The scope of the peg 1 Local · 2 National · 3 Global · 4 NationalExcludingLocal | |||
| 841 | int | Describes whether discretionay price is static or floats 0 Floating · 1 Fixed | |||
| 842 | int | Type of Discretion Offset value 0 Price · 1 BasisPoints · 2 Ticks · 3 PriceTier | |||
| 843 | int | Type of Discretion Limit 0 OrBetter · 1 Strict · 2 OrWorse | |||
| 844 | int | If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive 1 MoreAggressive · 2 MorePassive | |||
| 845 | Price | The current discretionary price of the order | |||
| 846 | int | The scope of the discretion 1 Local · 2 National · 3 Global · 4 NationalExcludingLocal | |||
| 847 | int | The target strategy of the order
1000+ = Reserved and available for bi-laterally agreed upon user defined values 1 VWAP · 2 Participate · 3 MininizeMarketImpact | |||
| 848 | String | Field to allow further specification of the TargetStrategy - usage to be agreed between counterparties | |||
| 849 | Percentage | For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this perce… | |||
| 850 | float | For communication of the performance of the order versus the target strategy | |||
| 851 | int | Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of… 1 AddedLiquidity · 2 RemovedLiquidity · 3 LiquidityRoutedOut · 4 Auction | |||
| 852 | Boolean | Indicates if a trade should be reported via a market reporting service. N DoNotReportTrade · Y ReportTrade | |||
| 853 | int | Reason for short sale. 0 DealerSoldShort · 1 DealerSoldShortExempt · 2 SellingCustomerSoldShort · 3 SellingCustomerSoldShortExempt +2 more | |||
| 854 | int | Type of quantity specified in a quantity field: 0 Units · 1 Contracts · 2 UnitsOfMeasurePerTimeUnit | |||
| 855 | int | Additional TrdType(828) assigned to a trade by trade match system. | |||
| 856 | int | Type of Trade Report 0 Submit · 1 Alleged · 2 Accept · 3 Decline +12 more | |||
| 857 | int | Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, i.e. by explicit definition in the… 0 NotSpecified · 1 ExplicitListProvided | |||
| 858 | Amt | Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. | |||
| 859 | String | Unique identifier for a Confirmation Request message | |||
| 860 | Price | Used to express average price as percent of par (used where AvgPx field is expressed in some other way) | |||
| 861 | Price | Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade) | |||
| 862 | NumInGroup | Number of repeating OrderCapacity entries. | |||
| 863 | Qty | Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal) | |||
| 864 | NumInGroup | Number of repeating EventType entries. | |||
| 865 | int | Code to represent the type of event 1 Put · 2 Call · 3 Tender · 4 SinkingFundCall +16 more | |||
| 866 | LocalMktDate | Date of event | |||
| 867 | Price | Predetermined price of issue at event, if applicable | |||
| 868 | String | Comments related to the event. | |||
| 869 | Percentage | Percent at risk due to lowest possible call. | |||
| 870 | NumInGroup | Number of repeating InstrAttribType entries. | |||
| 871 | int | Code to represent the type of instrument attribute 1 Flat · 2 ZeroCoupon · 3 InterestBearing · 4 NoPeriodicPayments +26 more | |||
| 872 | String | Attribute value appropriate to the InstrAttribType (87) field. | |||
| 873 | LocalMktDate | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | |||
| 874 | LocalMktDate | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as t… | |||
| 875 | int | The program under which a commercial paper is issued 1 Program3a3 · 2 Program42 · 99 Other | |||
| 876 | String | The registration type of a commercial paper issuance | |||
| 877 | String | The program under which the underlying commercial paper is issued | |||
| 878 | String | The registration type of the underlying commercial paper issuance | |||
| 879 | Qty | Unit amount of the underlying security (par, shares, currency, etc.) | |||
| 880 | String | Identifier assigned to a trade by a matching system. | |||
| 881 | String | Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal). | |||
| 882 | Price | Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | |||
| 883 | Price | Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | |||
| 884 | Amt | Currency value attributed to this collateral at the start of the agreement | |||
| 885 | Amt | Currency value currently attributed to this collateral | |||
| 886 | Amt | Currency value attributed to this collateral at the end of the agreement | |||
| 887 | NumInGroup | Number of underlying stipulation entries | |||
| 888 | String | Type of stipulation. Same values as StipulationType (233) | |||
| 889 | String | Value of stipulation. Same values as StipulationValue (234) | |||
| 890 | Amt | Net Money at maturity if Zero Coupon and maturity value is different from par value | |||
| 891 | int | Defines the unit for a miscellaneous fee. 0 Absolute · 1 PerUnit · 2 Percentage | |||
| 892 | int | Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same Al… | |||
| 893 | Boolean | Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, … N NotLastMessage · Y LastMessage | |||
| 894 | String | Collateral Request Identifier | |||
| 895 | int | Reason for Collateral Assignment 0 Initial · 1 Scheduled · 2 TimeWarning · 3 MarginDeficiency +4 more | |||
| 896 | int | Collateral inquiry qualifiers: 0 TradeDate · 1 GCInstrument · 2 CollateralInstrument · 3 SubstitutionEligible +4 more | |||
| 897 | NumInGroup | Number of trades in repeating group. | |||
| 898 | Percentage | The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 02% indicates that the value of the collateral (aft… | |||
| 899 | Amt | Excess margin amount (deficit if value is negative) | |||
| 900 | Amt | TotalNetValue is determined as follows: At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)). In a collateral s… | |||
| 901 | Amt | Starting consideration less repayments | |||
| 902 | String | Collateral Assignment Identifier | |||
| 903 | int | Collateral Assignment Transaction Type 0 New · 1 Replace · 2 Cancel · 3 Release +1 more | |||
| 904 | String | Collateral Response Identifier | |||
| 905 | int | Collateral Assignment Response Type 0 Received · 1 Accepted · 2 Declined · 3 Rejected | |||
| 906 | int | Collateral Assignment Reject Reason 0 UnknownDeal · 1 UnknownOrInvalidInstrument · 2 UnauthorizedTransaction · 3 InsufficientCollateral +3 more | |||
| 907 | String | Collateral Assignment Identifier to which a transaction refers | |||
| 908 | String | Collateral Report Identifier | |||
| 909 | String | Collateral Inquiry Identifier | |||
| 910 | int | Collateral Status 0 Unassigned · 1 PartiallyAssigned · 2 AssignmentProposed · 3 Assigned +1 more | |||
| 911 | int | Total number of reports returned in response to a request. | |||
| 912 | Boolean | Indicates whether this message is that last report message in response to a request, such as Order Mass Status Request. N NotLastMessage · Y LastMessage | |||
| 913 | String | The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. | |||
| 914 | String | A common reference to the applicable standing agreement between the counterparties to a financing transaction. | |||
| 915 | LocalMktDate | A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed. | |||
| 916 | LocalMktDate | Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral | |||
| 917 | LocalMktDate | End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral | |||
| 918 | Currency | Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. | |||
| 919 | int | Identifies type of settlement 0 VersusPayment · 1 Free · 2 TriParty · 3 HoldInCustody | |||
| 920 | Amt | Accrued Interest Amount applicable to a financing transaction on the End Date. | |||
| 921 | Amt | Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. | |||
| 922 | Amt | Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. | |||
| 923 | String | Unique identifier for a User Request. | |||
| 924 | int | Indicates the action required by a User Request Message 1 LogOnUser · 2 LogOffUser · 3 ChangePasswordForUser · 4 RequestIndividualUserStatus | |||
| 925 | String | New Password or passphrase | |||
| 926 | int | Indicates the status of a user 1 LoggedIn · 2 NotLoggedIn · 3 UserNotRecognised · 4 PasswordIncorrect +4 more | |||
| 927 | String | A text description associated with a user status. | |||
| 928 | int | Indicates the status of a network connection 1 Connected · 2 NotConnectedUnexpected · 3 NotConnectedExpected · 4 InProcess | |||
| 929 | String | A text description associated with a network status. | |||
| 930 | String | Assigned value used to identify a firm. | |||
| 931 | String | Assigned value used to identify specific elements within a firm. | |||
| 932 | String | Unique identifier for a network response. | |||
| 933 | String | Unique identifier for a network resquest. | |||
| 934 | String | Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates. | |||
| 935 | int | Indicates the type and level of details required for a Network Status Request Message
Boolean logic applies EG If you want to subscribe for changes to certain i… 1 Snapshot · 2 Subscribe · 4 StopSubscribing · 8 LevelOfDetail | |||
| 936 | NumInGroup | Number of CompID entries in a repeating group. | |||
| 937 | int | Indicates the type of Network Response Message. 1 Full · 2 IncrementalUpdate | |||
| 938 | NumInGroup | Number of CollInquiryQualifier entries in a repeating group. | |||
| 939 | int | Trade Report Status 0 Accepted · 1 Rejected · 3 AcceptedWithErrors | |||
| 940 | int | Identifies the status of the ConfirmationAck. 1 Received · 2 ConfirmRejected · 3 Affirmed | |||
| 941 | Currency | Currency in which the strike price of an underlying instrument is denominated | |||
| 942 | Currency | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | |||
| 943 | String | A code that represents a time interval in which a fill or trade occurred. Required for US futures markets. | |||
| 944 | int | Action proposed for an Underlying Instrument instance. 0 Retain · 1 Add · 2 Remove | |||
| 945 | int | Status of Collateral Inquiry 0 Accepted · 1 AcceptedWithWarnings · 2 Completed · 3 CompletedWithWarnings +1 more | |||
| 946 | int | Result returned in response to Collateral Inquiry
4000+ Reserved and available for bi-laterally agreed upon user-defined values 0 Successful · 1 InvalidOrUnknownInstrument · 2 InvalidOrUnknownCollateralType · 3 InvalidParties +7 more | |||
| 947 | Currency | Currency in which the StrikePrice is denominated. | |||
| 948 | NumInGroup | Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entries | |||
| 949 | String | PartyID value within a "third instance" Nested repeating group. Same values as PartyID (448) | |||
| 950 | char | PartyIDSource value within a "third instance" Nested repeating group. Same values as PartyIDSource (447) | |||
| 951 | int | PartyRole value within a "third instance" Nested repeating group. Same values as PartyRole (452) | |||
| 952 | NumInGroup | Number of Nested3PartySubIDs (953) entries | |||
| 953 | String | PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523) | |||
| 954 | int | PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803) | |||
| 955 | MonthYear | Specifies when the contract (i.e. MBS/TBA) will settle. | |||
| 956 | LocalMktDate | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as t… | |||
| 957 | NumInGroup | Indicates number of strategy parameters | |||
| 958 | String | Name of parameter | |||
| 959 | int | Datatype of the parameter 1 Int · 2 Length · 3 NumInGroup · 4 SeqNum +25 more | |||
| 960 | String | Value of the parameter | |||
| 961 | String | Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. Used as the primary key with which to refer to the Cro… | |||
| 962 | UTCTimestamp | Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for e… | |||
| 963 | int | Unique identifier for the Market Data Report. | |||
| 964 | int | Identifies a Security List message. | |||
| 965 | String | Used for derivatives. Denotes the current state of the Instrument. 1 Active · 2 Inactive | |||
| 966 | String | Indicator to determine if instrument is settle on open | |||
| 967 | float | Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. | |||
| 968 | float | Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. | |||
| 969 | float | Minimum price increase for a given exchange-traded Instrument | |||
| 970 | int | Position Limit for a given exchange-traded product. | |||
| 971 | int | Position Limit in the near-term contract for a given exchange-traded product. | |||
| 972 | Percentage | Percent of the Strike Price that this underlying represents. | |||
| 973 | Amt | Cash amount associated with the underlying component. | |||
| 974 | String | Used for derivatives that deliver into cash underlying. FIXED FIXED · DIFF DIFF | |||
| 975 | int | Indicates order settlement period for the underlying instrument. 2 TPlus1 · 4 TPlus3 · 5 TPlus4 | |||
| 976 | LocalMktDate | Date associated to the quantity that is being reported for the position. | |||
| 977 | String | Unique identifier for the Contrary Intention report | |||
| 978 | Boolean | Indicates if the contrary intention was received after the exchange imposed cutoff time | |||
| 979 | String | Source of the contrary intention | |||
| 980 | char | — A Add · D Delete · M Modify | |||
| 981 | NumInGroup | Number of Expiration Qty entries | |||
| 982 | int | Expiration Quantity type 1 AutoExercise · 2 NonAutoExercise · 3 FinalWillBeExercised · 4 ContraryIntention +1 more | |||
| 983 | Qty | Expiration Quantity associated with the Expiration Type | |||
| 984 | NumInGroup | Total number of occurrences of Amount to pay in order to receive the underlying instrument | |||
| 985 | Amt | Amount to pay in order to receive the underlying instrument | |||
| 986 | Amt | Amount to collect in order to deliver the underlying instrument | |||
| 987 | LocalMktDate | Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underly… | |||
| 988 | String | Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an und… | |||
| 989 | String | Will allow the intermediary to specify an allocation ID generated by their system. | |||
| 990 | String | Additional attribute to store the Trade ID of the Leg. | |||
| 991 | Price | Specifies average price rounded to quoted precision. | |||
| 992 | int | Identifies whether the allocation is to be sub-allocated or allocated to a third party 1 SubAllocate · 2 ThirdPartyAllocation | |||
| 993 | String | Capacity of customer in the allocation block. | |||
| 994 | String | The Tier the trade was matched by the clearing system. | |||
| 996 | String | The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported.
Fixed Magnitude UOM… Bcf BillionCubicFeet · MMbbl MillionBarrels · MMBtu OneMillionBTU · MWh MegawattHours +9 more | |||
| 997 | String | Unit of time associated with the contract.
NOTE: Additional values may be used by mutual agreement of the counterparties H Hour · Min Minute · S Second · D Day +3 more | |||
| 998 | String | Refer to defintion of UnitOfMeasure(996) | |||
| 999 | String | Refer to defintion of UnitOfMeasure(996) | |||
| 1000 | String | Same as TimeUnit. | |||
| 1001 | String | Same as TimeUnit. | |||
| 1002 | int | Specifies the method under which a trade quantity was allocated. 1 Automatic · 2 Guarantor · 3 Manual | |||
| 1003 | String | The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. | |||
| 1005 | String | Used on a multi-sided trade to designate the ReportID | |||
| 1006 | String | Used on a multi-sided trade to convey order routing information | |||
| 1007 | String | Used on a multi-sided trade to convey reason for execution | |||
| 1008 | int | Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829). | |||
| 1009 | int | Used to indicate the quantity on one of a multi-sided Trade Capture Report | |||
| 1011 | String | Used to identify the event or source which gave rise to a message. Valid values will be based on an exchange's implementation. Example values are: "MQM" (origin… | |||
| 1012 | UTCTimestamp | Will be used in a multi-sided message. Traded Regulatory timestamp value Use to store time information required by government regulators or self regulatory orga… | |||
| 1013 | int | Same as TrdRegTimeStampType | |||
| 1014 | String | Same as TrdRegTimestampOrigin Text which identifies the origin i.e. system which was used to generate the time stamp for the Traded Regulatory timestamp value | |||
| 1015 | char | Used to indicate that a floor-trade was originally submitted "as of" a specific trade date which is earlier than its clearing date. 0 False · 1 True | |||
| 1016 | NumInGroup | Indicates number of SideTimestamps contained in group | |||
| 1017 | float | Expresses the risk of an option leg Value must be between -1 and 1. A Call Option will require a ratio value between 0 and 1 A Put Option will require a ratio v… | |||
| 1018 | NumInGroup | Identifies the number of parties identified with an instrument | |||
| 1019 | String | PartyID value within an instrument party repeating group. Same values as PartyID (448) | |||
| 1020 | Qty | Used to report volume with a trade | |||
| 1021 | int | Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection 1 TopOfBook · 2 PriceDepth · 3 OrderDepth | |||
| 1022 | String | Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative | |||
| 1023 | int | Integer to convey the level of a bid or offer at a given price level. This is in contrast to MDEntryPositionNo which is used to convey the position of an order … | |||
| 1024 | int | Used to describe the origin of an entry in the book 0 Book · 1 OffBook · 2 Cross | |||
| 1025 | Price | Indicates the first trade price of the day/session | |||
| 1026 | float | The spot rate for an FX entry | |||
| 1027 | PriceOffset | Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For … | |||
| 1028 | Boolean | Indicates if the order was initially received manually (as opposed to electronically) | |||
| 1029 | Boolean | Indicates if the customer directed this order to a specific execution venue "Y" or not "N". A default of "N" customer did not direct this order should be used i… | |||
| 1030 | String | Identifies the Broker / Dealer Department that first took the order. | |||
| 1031 | MultipleStringValue | Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.
NOTE: This field and its values have no bearing on … ADD AddOnOrder · AON AllOrNone · CNH CashNotHeld · DIR DirectedOrder +20 more | |||
| 1032 | int | Identifies the class or source of the "OrderHandlingInst" values. Scope of this will apply to both CustOrderHandlingInst and DeskOrderHandlingInst fields.
Requi… 1 NASDOATS | |||
| 1033 | String | Type of trading desk. Valid values are grouped by DeskTypeSource(1034). A Agency · AR Arbitrage · D Derivatives · IN International +7 more | |||
| 1034 | int | Identifies the class or source of DeskType(1033) values. Required if DeskType(1033) is specified. 1 NASDOATS | |||
| 1035 | MultipleStringValue | Codes that apply special information that the Broker / Dealer needs to report.
NOTE: This field and its values have no bearing on the ExecInst and TimeInForce f… ADD AddOnOrder · AON AllOrNone · CNH CashNotHeld · DIR DirectedOrder +20 more | |||
| 1036 | char | The status of this execution acknowledgement message. 0 Received · 1 Accepted · 2 Don | |||
| 1037 | Amt | Indicates the underlying position amount to be delivered | |||
| 1038 | Amt | Maximum notional value for a capped financial instrument | |||
| 1039 | String | — | |||
| 1040 | String | Used to carry an internal trade entity ID which may or may not be reported to the firm | |||
| 1041 | String | The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or cen… | |||
| 1042 | String | Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary | |||
| 1043 | int | conveys how the collateral should be/has been applied 0 SpecificDeposit · 1 General | |||
| 1044 | Qty | Unit amount of the underlying security (shares) adjusted for pending corporate action not yet allocated. | |||
| 1045 | float | Foreign exchange rate used to compute UnderlyingCurrentValue(885) (or market value) from UnderlyingCurrency(318) to Currency(15). | |||
| 1046 | char | Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided. D Divide · M Multiply | |||
| 1047 | char | Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held … O Open · C Close · R Rolled · F FIFO | |||
| 1048 | char | Identifies role of dealer; Agent, Principal, RisklessPrincipal A Agent · P Principal · R RisklessPrincipal | |||
| 1049 | char | Method under which assignment was conducted P ProRata · R Random | |||
| 1050 | char | PartyIDSource value within an instrument partyrepeating group. Same values as PartyIDSource (447) | |||
| 1051 | int | PartyRole value within an instrument partyepeating group. Same values as PartyRole (452) | |||
| 1052 | NumInGroup | Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries | |||
| 1053 | String | PartySubID value within an instrument party repeating group. Same values as PartySubID (523) | |||
| 1054 | int | Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803) | |||
| 1055 | String | The Currency in which the position Amount is denominated | |||
| 1056 | Qty | Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. | |||
| 1057 | Boolean | Used to identify whether the order initiator is an aggressor or not in the trade. Y OrderInitiatorIsAggressor · N OrderInitiatorIsPassive | |||
| 1058 | NumInGroup | Identifies the number of parties identified with an underlying instrument | |||
| 1059 | String | PartyID value within an underlying instrument party repeating group. Same values as PartyID (448) | |||
| 1060 | char | PartyIDSource value within an underlying instrument partyrepeating group. Same values as PartyIDSource (447) | |||
| 1061 | int | PartyRole value within an underlying instrument partyepeating group. Same values as PartyRole (452) | |||
| 1062 | NumInGroup | Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries | |||
| 1063 | String | PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523) | |||
| 1064 | int | Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803) | |||
| 1065 | PriceOffset | The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For exam… | |||
| 1066 | PriceOffset | The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For e… | |||
| 1067 | PriceOffset | The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.0061… | |||
| 1068 | PriceOffset | The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.00… | |||
| 1069 | PriceOffset | For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal … | |||
| 1070 | int | Identifies market data quote type. 0 Indicative · 1 Tradeable · 2 RestrictedTradeable · 3 Counter +1 more | |||
| 1071 | PriceOffset | For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partia… | |||
| 1072 | Amt | The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition. | |||
| 1073 | PriceOffset | The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 | |||
| 1074 | Qty | Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx. | |||
| 1075 | Amt | The gross trade amount of the leg. For FX Futures this is used to express the notional value of a fill when LegLastQty and other quantity fields are express in … | |||
| 1079 | TZTimeOnly | Time of security's maturity expressed in local time with offset to UTC specified | |||
| 1080 | String | The ID reference to the order being hit or taken | |||
| 1081 | char | Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order. 0 SecondaryOrderID · 1 OrderID · 2 MDEntryID · 3 QuoteEntryID +1 more | |||
| 1082 | Qty | Used for reserve orders when DisplayQty applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exch… | |||
| 1083 | char | Instructs when to refresh DisplayQty (1138). 1 Immediate · 2 Exhaust | |||
| 1084 | char | Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1" 1 Initial · 2 New · 3 Random · 4 Undisclosed | |||
| 1085 | Qty | Defines the lower quantity limit to a randomized refresh of DisplayQty. | |||
| 1086 | Qty | Defines the upper quantity limit to a randomized refresh of DisplayQty. | |||
| 1087 | Qty | Defines the minimum increment to be used when calculating a random refresh of DisplayQty. A user specifies this when he wants a larger increment than the standa… | |||
| 1088 | Qty | Defines the quantity used to refresh DisplayQty. | |||
| 1089 | Qty | Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill again… | |||
| 1090 | int | Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading ses… | |||
| 1091 | Boolean | Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly … | |||
| 1092 | char | Defines the type of price protection the customer requires on their order. 0 None · 1 Local · 2 National · 3 Global | |||
| 1093 | char | Defines the lot type assigned to the order. 1 OddLot · 2 RoundLot · 3 BlockLot · 4 RoundLotBasedUpon | |||
| 1094 | int | Defines the type of peg. 1 LastPeg · 2 MidPricePeg · 3 OpeningPeg · 4 MarketPeg +4 more | |||
| 1095 | Price | The value of the reference price that the order is pegged to. PeggedRefPrice + PegOffsetValue (211) = PeggedPrice (839) unless the limit price (44, Price) is br… | |||
| 1096 | String | Defines the identity of the security off whose prices the order will peg. Same values as SecurityIDSource (22) | |||
| 1097 | String | Defines the identity of the security off whose prices the order will peg. | |||
| 1098 | String | Defines the common, 'human understood' representation of the security off whose prices the order will Peg. | |||
| 1099 | String | Security description of the security off whose prices the order will Peg. | |||
| 1100 | char | Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect. 1 PartialExecution · 2 SpecifiedTradingSession · 3 NextAuction · 4 PriceMovement | |||
| 1101 | char | Defines the type of action to take when the trigger hits. 1 Activate · 2 Modify · 3 Cancel | |||
| 1102 | Price | The price at which the trigger should hit. | |||
| 1103 | String | Defines the common, 'human understood' representation of the security whose prices will be tracked by the trigger logic. | |||
| 1104 | String | Defines the identity of the security whose prices will be tracked by the trigger logic. | |||
| 1105 | String | Defines the identity of the security whose prices will be tracked by the trigger logic. Same values as SecurityIDSource (22). | |||
| 1106 | String | Defines the security description of the security whose prices will be tracked by the trigger logic. | |||
| 1107 | char | The type of price that the trigger is compared to. 1 BestOffer · 2 LastTrade · 3 BestBid · 4 BestBidOrLastTrade +2 more | |||
| 1108 | char | Defines the type of price protection the customer requires on their order. 0 None · 1 Local · 2 National · 3 Global | |||
| 1109 | char | The side from which the trigger price is reached. U Up · D Down | |||
| 1110 | Price | The Price that the order should have after the trigger has hit. Could be applicable for any trigger type, but must be specified for Trigger Type 1. | |||
| 1111 | char | The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be … 1 Market · 2 Limit | |||
| 1112 | Qty | The Quantity the order should have after the trigger has hit. | |||
| 1113 | String | Defines the trading session at which the order will be activated. | |||
| 1114 | String | Defines the subordinate trading session at which the order will be activated. | |||
| 1115 | char | Defines the type of interest behind a trade (fill or partial fill). 1 Order · 2 Quote · 3 PrivatelyNegotiatedTrade · 4 MultilegOrder +5 more | |||
| 1116 | NumInGroup | Number of RootPartyID (1117), RootPartyIDSource (1118), and RootPartyRole (1119) entries | |||
| 1117 | String | PartyID value within a root parties component. Same values as PartyID (448) | |||
| 1118 | char | PartyIDSource value within a root parties component. Same values as PartyIDSource (447) | |||
| 1119 | int | PartyRole value within a root parties component. Same values as PartyRole (452) | |||
| 1120 | NumInGroup | Number of RootPartySubID (1121) and RootPartySubIDType (1122) entries | |||
| 1121 | String | PartySubID value within a root parties component. Same values as PartySubID (523) | |||
| 1122 | int | Type of RootPartySubID (1121) value. Same values as PartySubIDType (803) | |||
| 1123 | char | Specified how the Trade Capture Report should be handled by the Respondent. 0 TradeConfirmation · 1 TwoPartyReport · 2 OnePartyReportForMatching · 3 OnePartyReportForPassThrough +2 more | |||
| 1124 | char | Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandli… | |||
| 1125 | LocalMktDate | Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer | |||
| 1126 | String | Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer | |||
| 1127 | String | Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer | |||
| 1128 | String | Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release 0 FIX27 · 1 FIX30 · 2 FIX40 · 3 FIX41 +5 more | |||
| 1129 | String | Specifies a custom extension to a message being applied at the message level. Enumerated field | |||
| 1130 | String | Specifies the service pack release being applied to a message at the session level. Enumerated field with values assigned at time of service pack release. Uses … | |||
| 1131 | String | Specifies a custom extension to a message being applied at the session level. | |||
| 1132 | TZTimestamp | Transact time in the local date-time stamp with a TZ offset to UTC identified | |||
| 1133 | char | The ID source of ExDestination B BIC · C GeneralIdentifier · D Proprietary · E ISOCountryCode +1 more | |||
| 1134 | Boolean | Indicates that the reported price that is different from the market price. The price difference should be stated by using field 828 TrdType and, if required, fi… | |||
| 1135 | String | Indicates the system or medium on which the report has been published | |||
| 1136 | String | ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values. | |||
| 1137 | String | Specifies the service pack release being applied, by default, to message at the session level. Enumerated field with values assigned at time of service pack rel… | |||
| 1138 | Qty | The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. | |||
| 1139 | String | Free format text string related to exchange. | |||
| 1140 | Qty | The maximum order quantity that can be submitted for a security. | |||
| 1141 | NumInGroup | The number of feed types and corresponding book depths associated with a security | |||
| 1142 | String | The types of algorithm used to match orders in a specific security. Possilbe value types are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calender. | |||
| 1143 | float | The maximum price variation of an execution from one event to the next for a given security. | |||
| 1144 | int | Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the exist… 0 NotImplied · 1 ImpliedIn · 2 ImpliedOut · 3 BothImpliedInAndImpliedOut | |||
| 1145 | UTCTimestamp | Specific time of event. To be used in combination with EventDate [866] | |||
| 1146 | Amt | Minimum price increment amount associated with the MinPriceIncrement ( tag 969). For listed derivatives, the value can be calculated by multiplying MinPriceIncr… | |||
| 1147 | Qty | Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crud… | |||
| 1148 | Price | Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted w… | |||
| 1149 | Price | Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted … | |||
| 1150 | Price | Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settle… | |||
| 1151 | String | An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. | |||
| 1152 | int | Allow sequencing of Legs for a Strategy to be captured | |||
| 1153 | int | Settlement cycle in which the settlement obligation was generated | |||
| 1154 | Currency | Used to identify the trading currency on the Trade Capture Report Side | |||
| 1155 | Currency | Used to identify the settlement currency on the Trade Capture Report Side | |||
| 1156 | int | The extension pack number associated with an application message. | |||
| 1157 | Amt | Net flow of Currency 1 | |||
| 1158 | NumInGroup | Used to group Each Settlement Party | |||
| 1159 | int | Used to identify the reporting mode of the settlement obligation which is either preliminary or final 1 Preliminary · 2 Final | |||
| 1160 | String | Message identifier for Settlement Obligation Report | |||
| 1161 | String | Unique ID for this settlement instruction. | |||
| 1162 | char | Transaction Type - required except where SettlInstMode is 5=Reject SSI request C Cancel · N New · R Replace · T Restate | |||
| 1163 | String | Required where SettlInstTransType is Cancel or Replace | |||
| 1164 | char | Used to identify whether these delivery instructions are for the buyside or the sellside. 1 InstructionsOfBroker · 2 InstructionsForInstitution · 3 Investor | |||
| 1165 | NumInGroup | Number of settlement obligations | |||
| 1166 | String | Unique identifier for a quote message. | |||
| 1167 | int | Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes. 0 Accepted · 5 Rejected · 6 RemovedFromMarket · 7 Expired +5 more | |||
| 1168 | int | Specifies the number of canceled quotes | |||
| 1169 | int | Specifies the number of accepted quotes | |||
| 1170 | int | Specifies the number of rejected quotes | |||
| 1171 | Boolean | Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only. Y PrivateQuote · N PublicQuote | |||
| 1172 | int | Specifies the type of respondents requested. 1 AllMarketParticipants · 2 SpecifiedMarketParticipants · 3 AllMarketMakers · 4 PrimaryMarketMaker | |||
| 1173 | int | Describes a class of sub book, e.g. for the separation of various lot types. The Sub Book Type indicates that the following Market Data Entries belong to a non-… | |||
| 1174 | int | Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time. 1 OrderImbalance · 2 TradingResumes · 3 PriceVolatilityInterruption · 4 ChangeOfTradingSession +4 more | |||
| 1175 | NumInGroup | Number of statistics indicator repeating group entries | |||
| 1176 | int | Type of statistics 1 ExchangeLast · 2 High · 3 AveragePrice · 4 Turnover | |||
| 1177 | NumInGroup | The number of secondary sizes specifies in this entry | |||
| 1178 | int | Specifies the type of secondary size. 1 Customer | |||
| 1179 | Qty | A part of the MDEntrySize(271) that represents secondary interest as specified by MDSecSizeType(1178). | |||
| 1180 | String | Identifies the application with which a message is associated. Used only if application sequencing is in effect. | |||
| 1181 | SeqNum | Data sequence number to be used when FIX session is not in effect | |||
| 1182 | SeqNum | Beginning range of application sequence numbers | |||
| 1183 | SeqNum | Ending range of application sequence numbers | |||
| 1184 | Length | Lenght of the SecurityXML data block. | |||
| 1185 | XMLData | Actual XML data stream describing a security, normally FpML. | |||
| 1186 | String | The schema used to validate the contents of SecurityXML | |||
| 1187 | Boolean | Set by the sender to tell the receiver to perform an immediate refresh of the book due to disruptions in the accompanying real-time feed 'Y' - Mandatory refresh… | |||
| 1188 | float | Annualized volatility for option model calculations | |||
| 1189 | float | Time to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year. | |||
| 1190 | float | Interest rate. Usually some form of short term rate. | |||
| 1191 | String | Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in u… | |||
| 1192 | Qty | Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price… | |||
| 1193 | char | Settlement method for a contract. Can be used as an alternative to CFI Code value C CashSettlementRequired · P PhysicalSettlementRequired | |||
| 1194 | int | Type of exercise of a derivatives security 0 European · 1 American · 2 Bermuda | |||
| 1195 | Amt | Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. Conditionally required if OptPayoutType(1482) is set t… | |||
| 1196 | String | Method for price quotation STD Standard · INX Index · INT InterestRateIndex · PCTPAR PercentOfPar | |||
| 1197 | String | Specifies the type of valuation method applied. EQTY PremiumStyle · FUT FuturesStyleMarkToMarket · FUTDA FuturesStyleWithAnAttachedCashAdjustment · CDS CDSStyleCollateralization +1 more | |||
| 1198 | int | Indicates whether instruments are pre-listed only or can also be defined via user request 0 PreListedOnly · 1 UserRequested | |||
| 1199 | Price | Used to express the ceiling price of a capped call | |||
| 1200 | Price | Used to express the floor price of a capped put | |||
| 1201 | NumInGroup | Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying i… | |||
| 1202 | Price | Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying | |||
| 1203 | Price | Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying | |||
| 1204 | float | Value by which strike price should be incremented within the specified price range. | |||
| 1205 | NumInGroup | Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depen… | |||
| 1206 | Price | Starting price range for specified tick increment | |||
| 1207 | Price | Ending price range for the specified tick increment | |||
| 1208 | Price | Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded | |||
| 1209 | int | Specifies the type of tick rule which is being described 0 Regular · 1 Variable · 2 Fixed · 3 TradedAsASpreadLeg +1 more | |||
| 1210 | int | Code to represent the type of instrument attribute | |||
| 1211 | String | Attribute value appropriate to the NestedInstrAttribType field | |||
| 1212 | TZTimeOnly | Time of security's maturity expressed in local time with offset to UTC specified | |||
| 1213 | TZTimeOnly | Time of security's maturity expressed in local time with offset to UTC specified | |||
| 1214 | String | Refer to definition for Symbol(55) | |||
| 1215 | String | Refer to definition for SymbolSfx(65) | |||
| 1216 | String | Refer to definition for SecurityID(48) | |||
| 1217 | String | Refer to definition for SecurityIDSoruce(22) | |||
| 1218 | NumInGroup | Refer to definition for NoSecurityAltID(454) | |||
| 1219 | String | Refer to definition for SecurityAltID(455) | |||
| 1220 | String | Refer to definition for SecurityAltIDSource(456) | |||
| 1221 | Price | Refer to definition of LowLimitPrice(1148) | |||
| 1222 | String | Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated | |||
| 1223 | String | Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated | |||
| 1224 | Qty | Refer to definition of UnitOfMeasureQty(1147) | |||
| 1225 | Amt | Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount | |||
| 1226 | MonthYear | Ending maturity month year for an option class | |||
| 1227 | String | Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc. | |||
| 1228 | String | Refer to ProductComplex(1227) | |||
| 1229 | int | Increment between successive maturities for an option class | |||
| 1230 | Price | Refer to definition of HighLimitPrice(1149) | |||
| 1231 | Qty | Minimum lot size allowed based on lot type specified in LotType(1093) | |||
| 1232 | NumInGroup | Number of execution instructions | |||
| 1234 | NumInGroup | Number of Lot Type Rules | |||
| 1235 | NumInGroup | Number of Match Rules | |||
| 1236 | NumInGroup | Number of maturity rules in MarurityRules component block | |||
| 1237 | NumInGroup | Number of order types | |||
| 1239 | NumInGroup | Number of time in force techniques | |||
| 1240 | Price | Refer to definition for TradingReferencePrice(1150) | |||
| 1241 | MonthYear | Starting maturity month year for an option class | |||
| 1242 | Boolean | Used to indicate if a product or group of product supports the creation of flexible securities | |||
| 1243 | Boolean | Refer to FlexProductEligibilityIndicator(1242) | |||
| 1244 | Boolean | Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expirati… | |||
| 1245 | Currency | Used when the trading currency can differ from the price currency | |||
| 1246 | int | — | |||
| 1247 | String | — | |||
| 1248 | String | — | |||
| 1249 | String | — | |||
| 1250 | String | — | |||
| 1251 | MonthYear | — | |||
| 1252 | LocalMktDate | — | |||
| 1253 | TZTimeOnly | — | |||
| 1254 | String | — | |||
| 1255 | char | — | |||
| 1256 | String | — | |||
| 1257 | String | — | |||
| 1258 | Country | — | |||
| 1259 | String | — | |||
| 1260 | String | — | |||
| 1261 | Price | — | |||
| 1262 | Currency | — | |||
| 1263 | float | — | |||
| 1264 | float | — | |||
| 1265 | char | — | |||
| 1266 | float | — | |||
| 1267 | float | — | |||
| 1268 | Amt | — | |||
| 1269 | String | — | |||
| 1270 | Qty | — | |||
| 1271 | String | — | |||
| 1272 | Exchange | — | |||
| 1273 | int | — | |||
| 1274 | int | — | |||
| 1275 | String | — | |||
| 1276 | LocalMktDate | — | |||
| 1277 | Length | — | |||
| 1278 | data | — | |||
| 1279 | String | — | |||
| 1280 | Length | — | |||
| 1281 | data | — | |||
| 1282 | Length | Refer to definition SecurityXMLLen(1184) | |||
| 1283 | data | Refer to definition of SecurityXML(1185) | |||
| 1284 | String | Refer to definition of SecurityXMLSchema(1186) | |||
| 1285 | MonthYear | — | |||
| 1286 | NumInGroup | — | |||
| 1287 | int | — | |||
| 1288 | LocalMktDate | — | |||
| 1289 | UTCTimestamp | — | |||
| 1290 | Price | — | |||
| 1291 | String | — | |||
| 1292 | NumInGroup | Refer to definition of NoParties(453) | |||
| 1293 | String | Refer to definition of PartyID(448) | |||
| 1294 | String | Refer to definition of PartyIDSource(447) | |||
| 1295 | int | REfer to definition of PartyRole(452) | |||
| 1296 | NumInGroup | Refer to definition for NoPartySubIDs(802) | |||
| 1297 | String | Refer to definition for PartySubID(523) | |||
| 1298 | int | Refer to definition for PartySubIDType(803) | |||
| 1299 | char | Type of exercise of a derivatives security | |||
| 1300 | String | Identifies the market segment | |||
| 1301 | Exchange | Identifies the Market | |||
| 1302 | int | Unit of measure for the Maturity Month Year Increment 0 Months · 1 Days · 2 Weeks · 3 Years | |||
| 1303 | int | Format used to generate the MaturityMonthYear for each option 0 YearMonthOnly · 1 YearMonthDay · 2 YearMonthWeek | |||
| 1304 | int | Expiration Style for an option class: | |||
| 1305 | int | Describes the how the price limits are expressed | |||
| 1306 | int | Describes the how the price limits are expressed 0 Price · 1 Ticks · 2 Percentage | |||
| 1308 | char | Indicates execution instructions that are valid for the specified market segment | |||
| 1309 | NumInGroup | Allows trading rules to be expressed by trading session | |||
| 1310 | NumInGroup | Number of Market Segments on which a security may trade. | |||
| 1311 | NumInGroup | — | |||
| 1312 | NumInGroup | — | |||
| 1313 | int | Refer to definition of InstrAttribType(871) | |||
| 1314 | String | Refer to definition of InstrAttribValue(872) | |||
| 1315 | String | Refer to definition for PriceUnitOfMeasure(1191) | |||
| 1316 | Qty | Refer to definition of PriceUnitOfMeasureQty(1192) | |||
| 1317 | char | Refer to definition of SettlMethod(1193) | |||
| 1318 | String | Refer to definition of PriceQuoteMethod(1196) | |||
| 1319 | String | Refer to definition of ValuationMethod(1197). | |||
| 1320 | int | Indicates whether instruments are pre-listed only or can also be defined via user request | |||
| 1321 | Price | Refer to definition of CapPrice(1199) | |||
| 1322 | Price | Refer to definition of FloorPrice(1200) | |||
| 1323 | int | Indicates whether an Option is for a put or call | |||
| 1324 | char | If provided, then Instrument occurrence has explicitly changed | |||
| 1325 | String | Reference to a parent Market Segment. See MarketSegmentID(1300) | |||
| 1326 | String | Trading Session description | |||
| 1327 | char | Specifies the action taken for the specified trading sessions. | |||
| 1328 | String | Those will be used by Firms to send a reason for rejecting a trade in an allocate claim model. | |||
| 1329 | float | This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms. | |||
| 1330 | String | Refer to definition for Symbol(55) | |||
| 1331 | String | Refer to definition for SymbolSfx(65) | |||
| 1332 | String | Refer to definition for SecurityID(48) | |||
| 1333 | String | Refer to definition for SecurityIDSource(22) | |||
| 1334 | NumInGroup | Refer to definition for NoSecurityAltID(454) | |||
| 1335 | String | Refer to definition for SecurityAltID(455) | |||
| 1336 | String | Refer to definition for SecurityAltIDSource(456) | |||
| 1337 | String | Refer to definition for SecurityType(167) | |||
| 1338 | String | Refer to definition for SecuritySubType(762) | |||
| 1339 | MonthYear | Refer to definition for MaturityMonthYear(200) | |||
| 1340 | Price | Refer to definition for StrikePrice(202) | |||
| 1341 | String | Refer to definition for SecurityExchange(207) | |||
| 1342 | NumInGroup | Number of Underlyings, Identifies the Underlying of the Leg | |||
| 1343 | int | Refer to definition for PutOrCall(201) | |||
| 1344 | String | Refer to definition for CFICode(461) | |||
| 1345 | LocalMktDate | Date of maturity. | |||
| 1346 | String | Unique identifier for request | |||
| 1347 | int | Type of Application Message Request being made. 0 Retransmission · 1 Subscription · 2 RequestLastSeqNum · 3 RequestApplications +3 more | |||
| 1348 | int | Used to indicate the type of acknowledgement being sent. 0 RequestSuccessfullyProcessed · 1 ApplicationDoesNotExist · 2 MessagesNotAvailable | |||
| 1349 | int | Total number of messages included in transmission. | |||
| 1350 | SeqNum | Application sequence number of last message in transmission | |||
| 1351 | NumInGroup | Specifies number of application id occurrences | |||
| 1352 | Boolean | Used to indicate that a message is being sent in response to an Application Message Request. It is possible for both ApplResendFlag and PossDupFlag to be set on… | |||
| 1353 | String | Identifier for the Applicaton Message Request Ack | |||
| 1354 | int | Used to return an error code or text associated with a response to an Application Request. 0 ApplicationDoesNotExist · 1 MessagesRequestedAreNotAvailable · 2 UserNotAuthorizedForApplication | |||
| 1355 | String | Reference to the unique application identifier which corresponds to ApplID(1180) from the Application Sequence Group component | |||
| 1356 | String | Identifier for the Application Sequence Reset | |||
| 1357 | SeqNum | Application sequence number of last message in transmission. | |||
| 1358 | int | Refer to definition of PutOrCall(201) | |||
| 1361 | int | Total number of fill entries across all messages. Should be the sum of all NoFills(1362) in each message that has repeating list of fill entries related to the … | |||
| 1362 | NumInGroup | — | |||
| 1363 | String | Refer to ExecID(17). Used when multiple partial fills are reported in single Execution Report. ExecID and FillExecID should not overlap, | |||
| 1364 | Price | Price of Fill. Refer to LastPx(31). | |||
| 1365 | Qty | Quantity of Fill. Refer to LastQty(32). | |||
| 1366 | String | The AllocID(70) of an individual leg of a multileg order. | |||
| 1367 | Currency | Identifies settlement currency for the leg level allocation. | |||
| 1368 | int | Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time. 0 TradingResumes · 1 ChangeOfTradingSession · 2 ChangeOfTradingSubsession · 3 ChangeOfTradingStatus | |||
| 1369 | String | Unique identifier of Order Mass Cancel Report or Order Mass Action Report message as assigned by sell-side (broker, exchange, ECN) | |||
| 1370 | NumInGroup | Number of not affected orders in the repeating group of order ids. | |||
| 1371 | String | OrderID(37) of an order not affected by a mass cancel request. | |||
| 1372 | String | ClOrdID(11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/re… | |||
| 1373 | int | Specifies the type of action requested 1 SuspendOrders · 2 ReleaseOrdersFromSuspension · 3 CancelOrders | |||
| 1374 | int | Specifies scope of Order Mass Action Request. 1 AllOrdersForASecurity · 2 AllOrdersForAnUnderlyingSecurity · 3 AllOrdersForAProduct · 4 AllOrdersForACFICode +8 more | |||
| 1375 | int | Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request. 0 Rejected · 1 Accepted | |||
| 1376 | int | Reason Order Mass Action Request was rejected 0 MassActionNotSupported · 1 InvalidOrUnknownSecurity · 2 InvalidOrUnknownUnderlyingSecurity · 3 InvalidOrUnknownProduct +9 more | |||
| 1377 | int | Specifies the type of multileg order. 0 PredefinedMultilegSecurity · 1 UserDefinedMultilegSecurity · 2 UserDefined | |||
| 1378 | int | Code to represent how the multileg price is to be interpreted when applied to the legs.
(See Volume : "Glossary" for further value definitions) 0 NetPrice · 1 ReversedNetPrice · 2 YieldDifference · 3 Individual +2 more | |||
| 1379 | float | Specifies the volatility of an instrument leg. | |||
| 1380 | Percentage | The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models. | |||
| 1381 | Percentage | Refer to definition for DividendYield(1380). | |||
| 1382 | float | Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quo… | |||
| 1383 | float | Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quo… | |||
| 1384 | MultipleCharValue | Refer to ExecInst(18) Same values as ExecInst(18) | |||
| 1385 | int | Defines the type of contingency. 1 OneCancelsTheOther · 2 OneTriggersTheOther · 3 OneUpdatesTheOtherAbsolute · 4 OneUpdatesTheOtherProportional | |||
| 1386 | int | Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual or… 0 BrokerCredit · 2 ExchangeClosed · 4 TooLateToEnter · 5 UnknownOrder +3 more | |||
| 1387 | NumInGroup | Number of trade reporting indicators | |||
| 1388 | int | Identifies the type of party for trade reporting. Same values as PartyRole(452). | |||
| 1389 | Boolean | Specifies whether the trade should be reported (or not) to parties of the provided TrdRepPartyRole(1388). Used to override standard reporting behavior by the re… | |||
| 1390 | int | Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient. Replaces PublishTrdIndica… 0 DoNotPublishTrade · 1 PublishTrade · 2 DeferredPublication | |||
| 1391 | char | Refer to definition of OptAttribute(206) | |||
| 1392 | String | Refer to definition of SecurityDesc(107) | |||
| 1393 | String | Unique ID of a Market Definition Request message. | |||
| 1394 | String | Market Definition message identifier. | |||
| 1395 | char | Specifies the action taken for the specified MarketID(1301) + MarketSegmentID(1300). A Add · D Delete · M Modify | |||
| 1396 | String | Description or name of Market Segment | |||
| 1397 | Length | Byte length of encoded (non-ASCII characters) EncodedMktSegmDesc(1324) field. | |||
| 1398 | data | Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. If used, the… | |||
| 1399 | SeqNum | Used to specify a new application sequence number. | |||
| 1400 | int | Enumeration defining the encryption method used to encrypt password fields. At this time there are no encryption methods defined by FPL. | |||
| 1401 | Length | Length of the EncryptedPassword(1402) field | |||
| 1402 | data | Encrypted password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) | |||
| 1403 | Length | Length of the EncryptedNewPassword(1404) field | |||
| 1404 | data | Encrypted new password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) | |||
| 1405 | TZTimeOnly | Time of security's maturity expressed in local time with offset to UTC specified | |||
| 1406 | int | The extension pack number associated with an application message. | |||
| 1407 | int | The extension pack number that is the default for a FIX session. | |||
| 1408 | String | The default custom application version ID that is the default for a session. | |||
| 1409 | int | Status of a FIX session 0 SessionActive · 1 SessionPasswordChanged · 2 SessionPasswordDueToExpire · 3 NewSessionPasswordDoesNotComplyWithPolicy +5 more | |||
| 1410 | Boolean | — | |||
| 1411 | int | Refer to definition of PartySubIDType(803) | |||
| 1412 | String | Refer to definition of PartySubID(523) | |||
| 1413 | NumInGroup | Refer to definition of NoPartySubIDs(802) | |||
| 1414 | NumInGroup | Refer to definition of NoPartyIDs(453) | |||
| 1415 | String | Refer to definition of PartyID(448) | |||
| 1416 | char | Refer to definition of PartyIDSource(447) | |||
| 1417 | int | Refer to definition of PartyRole(452) | |||
| 1418 | Qty | Fill quantity for the leg instrument | |||
| 1419 | int | Type of exercise of a derivatives security | |||
| 1420 | int | Type of exercise of a derivatives security | |||
| 1421 | String | Refer to definition for PriceUnitOfMeasure(1191) | |||
| 1422 | Qty | Refer to definition of PriceUnitOfMeasureQty(1192) | |||
| 1423 | Qty | Refer to definition of UnitOfMeasureQty(1147) | |||
| 1424 | String | Refer to definition for PriceUnitOfMeasure(1191) | |||
| 1425 | Qty | Refer to definition of PriceUnitOfMeasureQty(1192) | |||
| 1426 | int | Type of report 0 ApplSeqNumReset · 1 LastMessageSent · 2 ApplicationAlive · 3 ResendComplete | |||
| 1427 | String | When reporting trades, used to reference the identifier of the execution (ExecID) being reported if different ExecIDs were assigned to each side of the trade. | |||
| 1428 | int | Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value =… | |||
| 1429 | int | Time unit in which the OrderDelay(1428) is expressed 0 Seconds · 1 TenthsOfASecond · 2 HundredthsOfASecond · 3 Milliseconds +8 more | |||
| 1430 | char | Identifies the type of venue where a trade was executed E Electronic · P Pit · X ExPit | |||
| 1431 | int | The reason for updating the RefOrdID 0 GTCFromPreviousDay · 1 PartialFillRemaining · 2 OrderChanged | |||
| 1432 | int | The customer capacity for this trade at the time of the order/execution.
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) a… 1 MemberTradingForTheirOwnAccount · 2 ClearingFirmTradingForItsProprietaryAccount · 3 MemberTradingForAnotherMember · 4 AllOther | |||
| 1433 | String | Used to reference a previously submitted ApplReqID (1346) from within a subsequent ApplicationMessageRequest(MsgType=BW) | |||
| 1434 | int | Type of pricing model used 0 UtilityProvidedStandardModel · 1 ProprietaryModel | |||
| 1435 | int | Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. 0 Shares · 1 Hours · 2 Days | |||
| 1436 | int | "Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier(tag 614) is expressed … | |||
| 1437 | int | Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit UndlyContractMultiplier(tag 436) is expressed… | |||
| 1438 | int | Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit DerivativeContractMultiplier(tag 1266)is expr… | |||
| 1439 | int | The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western … 0 NERCEasternOffPeak · 1 NERCWesternOffPeak · 2 NERCCalendarAllDaysInMonth · 3 NERCEasternPeak +1 more | |||
| 1440 | int | The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western … | |||
| 1441 | int | The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western … | |||
| 1442 | int | The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western … | |||
| 1443 | int | Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of… | |||
| 1444 | int | Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of… | |||
| 1445 | NumInGroup | Number of rate sources being specified. | |||
| 1446 | int | Identifies the source of rate information.
For FX, the reference source to be used for the FX spot rate. 0 Bloomberg · 1 Reuters · 2 Telerate · 99 Other | |||
| 1447 | int | Indicates whether the rate source specified is a primary or secondary source. 0 Primary · 1 Secondary | |||
| 1448 | String | Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. | |||
| 1449 | String | A category of CDS credit even in which the underlying bond experiences a restructuring.
Used to define a CDS instrument. FR FullRestructuring · MR ModifiedRestructuring · MM ModifiedModRestructuring · XR NoRestructuringSpecified | |||
| 1450 | String | Specifies which issue (underlying bond) will receive payment priority in the event of a default.
Used to define a CDS instrument. SD SeniorSecured · SR Senior · SB Subordinated | |||
| 1451 | Percentage | Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CD… | |||
| 1452 | Percentage | Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding(1451). | |||
| 1453 | String | See RestructuringType(1449) | |||
| 1454 | String | See Seniority(1450) | |||
| 1455 | Percentage | See NotionalPercentageOutstanding(1451) | |||
| 1456 | Percentage | See OriginalNotionalPercentageOutstanding(1452) | |||
| 1457 | Percentage | Lower bound percentage of the loss that the tranche can endure. | |||
| 1458 | Percentage | Upper bound percentage of the loss the tranche can endure. | |||
| 1459 | Percentage | See AttachmentPoint(1457). | |||
| 1460 | Percentage | See DetachmentPoint(1458). | |||
| 1461 | NumInGroup | Identifies the number of target parties identified in a mass action. | |||
| 1462 | String | PartyID value within an target party repeating group. | |||
| 1463 | char | PartyIDSource value within an target party repeating group. Same values as PartyIDSource (447) | |||
| 1464 | int | PartyRole value within an target party repeating group. Same values as PartyRole (452) | |||
| 1465 | String | Specifies an identifier for a Security List | |||
| 1466 | String | Specifies a reference from one Security List to another. Used to support a hierarchy of Security Lists. | |||
| 1467 | String | Specifies a description or name of a Security List. | |||
| 1468 | Length | Byte length of encoded (non-ASCII characters) EncodedSecurityListDesc (tbd) field. | |||
| 1469 | data | Encoded (non-ASCII characters) representation of the SecurityListDesc (1467) field in the encoded format specified via the MessageEncoding (347) field. If used,… | |||
| 1470 | int | Specifies a type of Security List. 1 IndustryClassification · 2 TradingList · 3 Market · 4 NewspaperList | |||
| 1471 | int | Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources. 1 ICB · 2 NAICS · 3 GICS | |||
| 1472 | String | Unique identifier for a News message | |||
| 1473 | int | Category of news mesage. 0 CompanyNews · 1 MarketplaceNews · 2 FinancialMarketNews · 3 TechnicalNews +1 more | |||
| 1474 | Language | The national language in which the news item is provided. | |||
| 1475 | NumInGroup | Number of News reference items | |||
| 1476 | String | Reference to another News message identified by NewsID(1474). | |||
| 1477 | int | Type of reference to another News Message item. Defines if the referenced news item is a replacement, is in a different language, or is complimentary. 0 Replacement · 1 OtherLanguage · 2 Complimentary | |||
| 1478 | int | Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to th… 1 FixedStrike · 2 StrikeSetAtExpiration · 3 StrikeSetToAverageAcrossLife · 4 StrikeSetToOptimalValue | |||
| 1479 | int | Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. 1 LessThan · 2 LessThanOrEqual · 3 Equal · 4 GreaterThanOrEqual +1 more | |||
| 1480 | Percentage | Used in combination with StrikePriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is general… | |||
| 1481 | int | Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a spec… 1 Regular · 2 SpecialReference · 3 OptimalValue · 4 AverageValue | |||
| 1482 | int | Indicates the type of payout that will result from an in-the-money option. 1 Vanilla · 2 Capped · 3 Binary | |||
| 1483 | NumInGroup | Number of complex event occurrences. | |||
| 1484 | int | Identifies the type of complex event. 1 Capped · 2 Trigger · 3 KnockInUp · 4 KockInDown +5 more | |||
| 1485 | Amt | Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. | |||
| 1486 | Price | Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). | |||
| 1487 | int | Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determin… 1 LessThanComplexEventPrice · 2 LessThanOrEqualToComplexEventPrice · 3 EqualToComplexEventPrice · 4 GreaterThanOrEqualToComplexEventPrice +1 more | |||
| 1488 | Percentage | Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is g… | |||
| 1489 | int | Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType. 1 Expiration · 2 Immediate · 3 SpecifiedDate | |||
| 1490 | int | Specifies the condition between complex events when more than one event is specified.
Multiple barrier events would use an "or" condition since only one can b… 1 And · 2 Or | |||
| 1491 | NumInGroup | Number of complex event date occurrences for a given complex event. | |||
| 1492 | UTCTimestamp | Specifies the start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as… | |||
| 1493 | UTCTimestamp | Specifies the end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as B… | |||
| 1494 | NumInGroup | Number of complex event time occurrences for a given complex event date The default in case of an absence of time fields is 00:00:00-23:59:59. | |||
| 1495 | UTCTimeOnly | Specifies the start time of the time range on which a complex event date is effective. ComplexEventStartTime must always be less than or equal to ComplexEventE… | |||
| 1496 | UTCTimeOnly | Specifies the end time of the time range on which a complex event date is effective. ComplexEventEndTime must always be greater than or equal to ComplexEventSta… | |||
| 1497 | String | Unique identifier for the stream assignment request provided by the requester. | |||
| 1498 | int | Type of stream assignment request. 1 StreamAssignmentForNewCustomer · 2 StreamAssignmentForExistingCustomer | |||
| 1499 | NumInGroup | Number of assignment requests. | |||
| 1500 | String | The identifier or name of the price stream. | |||
| 1501 | String | Unique identifier of the stream assignment report provided by the respondent. | |||
| 1502 | int | Reason code for stream assignment request reject. 0 UnknownClient · 1 ExceedsMaximumSize · 2 UnknownOrInvalidCurrencyPair · 3 NoAvailableStream +1 more | |||
| 1503 | int | Type of acknowledgement. 0 AssignmentAccepted · 1 AssignmentRejected | |||
| 1504 | UTCTimestamp | See TransactTime(60) | |||
| 1617 | int | The type of assignment being affected in the Stream Assignment Report. 1 Assignment · 2 Rejected · 3 Terminate |